Dumas, B., Fleming, J., & Whaley, R. E. (1996). Implied volatility functions: Empirical tests. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationDumas, Bernard, Jeff Fleming, and Robert E. Whaley. Implied Volatility Functions: Empirical Tests. Cambridge: National Bureau of Economic Research, 1996.
MLA (9th ed.) CitationDumas, Bernard, et al. Implied Volatility Functions: Empirical Tests. National Bureau of Economic Research, 1996.
Warning: These citations may not always be 100% accurate.