Implied Volatility Functions: Empirical Tests

Bernard Dumas; Jeff Fleming; Robert Whaley

Reports

Implied Volatility Functions: Empirical Tests

Bernard Dumas ¹ Jeff Fleming Robert Whaley

1 HEC Paris - Recherche - Hors Laboratoire

Keywords : Implied Volatility Functions Empirical Tests

Document type :

Reports

Domain :

Humanities and Social Sciences / Business administration / Strategy and business policy

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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

Implied Volatility Functions: Empirical Tests

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Implied Volatility Functions: Empirical Tests

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