Implied volatility functions : empirical tests
Bernard Dumas ; Jeff Fleming ; Robert E. Whaley
| Year of publication: |
1996
|
|---|---|
| Authors: | Dumas, Bernard ; Fleming, Jeff ; Whaley, Robert E. |
| Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
| Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Schätzung | Estimation | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| Extent: | 23, [11] S. graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 567 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 2-85418-567-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000936200