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Reports Year : 1996

Implied Volatility Functions: Empirical Tests

Jeff Fleming
  • Function : Author
Robert E. Whaley
  • Function : Author
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hal-00606071 , version 1 (05-07-2011)

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  • HAL Id : hal-00606071 , version 1

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Bernard Dumas, Jeff Fleming, Robert E. Whaley. Implied Volatility Functions: Empirical Tests. 1996. ⟨hal-00606071⟩

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