Implied Volatility Functions: Empirical Tests

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Bernard Dumas

HEC Paris - Recherche - Hors Laboratoire

Jeff Fleming

Robert E. Whaley

Implied Volatility Functions Empirical Tests

Strategy and business policy

https://hal-hec.archives-ouvertes.fr/hal-00606071

Submitted on : Tuesday, July 5, 2011-12:01:25 PM

Last modification on : Saturday, June 25, 2022-10:52:26 AM

hal-00606071 , version 1 (05-07-2011)

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