Implied volatility functions : empirical tests /

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Bibliographic Details
Main Author:	Dumas, Bernard
Other Authors:	Fleming, Jeff (Jeff G.), 1956-, Whaley, Robert E. (Robert Edward), 1953-
Format:	Book
Language:	English
Published:	Cambridge, MA : National Bureau of Economic Research, [1996]
Series:	Working paper series (National Bureau of Economic Research) ; no. 5500.
Subjects:	Options (Finance) > Econometric models. Pricing > Econometric models. Options (Finance) Pricing.

Annex

Holdings details from Annex
Call Number:	HB 1 .W6 no.5500
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