- Implied Volatility Functions: Empirical Tests
- Bernard Dumas, Jeff Fleming, Robert E. Whaley
- The Journal of Finance, Vol. 53, No. 6 (Dec., 1998), pp. 2059-2106
- Subjects: Finance
- Key terms: volatility, option, imply, price, asset, schole, model, expiration, valuation, index, function, deterministic, black, money, sneer, dividend, forward, approach, rubinstein, cross, sample
- CiteRank: 0.9155
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