Implied volatility functions
Subtitle: empirical tests
By: Bernard Dumas, Jeff Fleming, Robert E. Whaley.
Contributors: Fleming, Jeff, 1964-; Whaley, Robert E.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5500; Working paper series (National Bureau of Economic Research) -- working paper no. 5500.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 34
Subjects: Options (Finance) -- Econometric models.; Pricing -- Econometric models.
Notes: "March 1996."

Includes bibliographical references (p. 22-23).

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