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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
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https://hal-hec.archives-ouvertes.fr/hal-00606071
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Tuesday, July 5, 2011 - 12:01:25 PM
Last modification on : Friday, September 16, 2016 - 3:21:20 PM

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  • HAL Id : hal-00606071, version 1

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

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