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