Work

Implied volatility functions: empirical tests

Year: 2002

Type: conference-paper

Source: IEEE Conference on Computational Intelligence for Financial Engineering & Economics

DOI: 10.1109/cifer.1996.501845

Authors: B. Dumas, J. Fleming, R.E. Whaley

Institutions: Duke University, Rice University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2155844741

FWCI: 19.73

Cites: 34

Cited by: 102

Related to: 10