Skip to Main content Skip to Navigation
Reports

Implied Volatility Functions: Empirical Tests

Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00606071
Contributor : Antoine Haldemann <>
Submitted on : Tuesday, July 5, 2011 - 12:01:25 PM
Last modification on : Friday, September 16, 2016 - 3:21:20 PM

Identifiers

  • HAL Id : hal-00606071, version 1

Collections

Citation

Bernard Dumas, Jeff Fleming, Robert Whaley. Implied Volatility Functions: Empirical Tests. 1996. ⟨hal-00606071⟩

Share

Metrics

Record views

202