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

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