Implied volatility functions : empirical tests /

Main Author: Dumas, Bernard
Corporate Author: Centre for Economic Policy Research (Great Britain)
Other Authors: Flemming, Jeff
Format: Book
Language:English
Published: London : Centre for Economic Policy Research, 1996.
Series:Discussion paper series / Centre for Economic Policy Research, no. 1369
LEADER 00828nam a2200205 a 4500
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050 1 4 |a HB1  |b .C47 no.1369 
100 1 4 |a Dumas, Bernard 
245 1 4 |a Implied volatility functions :  |b empirical tests /  |c Bernard Dumas,Jeff Fleming and Robert E. Whaley. 
260 1 4 |a London :  |b Centre for Economic Policy Research,  |c 1996. 
300 1 4 |a 34 p.  |c 21 cm, pbk. 
490 1 4 |a Discussion paper series / Centre for Economic Policy Research,  |v no. 1369  |x 0265-8003 ; 
500 1 4 |a "April 1996". 
500 1 4 |a "Financial Economics". 
504 1 4 |a Includes bibliographical references. 
700 1 4 |a Flemming, Jeff 
710 2 4 |a Centre for Economic Policy Research (Great Britain) 
952 |a GrThPMO  |b 59afd83a6c5ad17d7e59cadb  |c 952a  |d 9528  |e HB1.C47 no.1369  |t 6  |x m  |z Books