TY  - JOUR
TI  - Implied Volatility Functions: Empirical Tests
AU  - Bernard Dumas
AU  - Jeff Fleming
AU  - Robert E. Whaley
JO  - The Journal of Finance
PY  - 1998
VL  - 53
IS  - 6
DO  - 10.1111/0022-1082.00083
UR  - https://doi.org/10.1111/0022-1082.00083
ER  -