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 |
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