1998
Implied Volatility Functions: Empirical Tests
Bernard Dumas, Jeff Fleming, Robert E. Whaley
The Journal of FinanceTop-listed
1.3k
cites
Faculty
Robert E. Whaley is a Finance scholar at Vanderbilt University. Research spans Capital Investment and Risk Analysis, Financial Markets and Investment Strategies, Stochastic processes and financial applications. 144 works, 16k citations (h-index 54).
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Affiliation on publications · Vanderbilt University
Bernard Dumas, Jeff Fleming, Robert E. Whaley
The Journal of FinanceTop-listed
Giovanni Barone‐Adesi, Robert E. Whaley
The Journal of FinanceTop-listed