Implied volatility functions: Empirical tests

Journal of Finance

Volumn 53, Issue 6, 1998, Pages 2059-2106

  Dumas, Bernard ^a,b,c   Fleming, Jeff ^d   Whaley, Robert E ^b  

^a School of Management

^b DUKE UNIVERSITY   (United States)

^c Center for Economic Policy Research

^d RICE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345923875     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00083     Document Type: Article

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