The impact of the leverage effect on the implied volatility smile - evidence for the German option market
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| Author: | Stefan Stöckl, Andreas W. RathgeberORCiDGND, Johannes Stadler |
|---|---|
| URN: | urn:nbn:de:bvb:384-opus4-793997 |
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/79399 |
| ISSN: | 1380-6645OPAC |
| ISSN: | 1573-7144OPAC |
| Parent Title (English): | Review of Derivatives Research |
| Publisher: | Springer |
| Type: | Article |
| Language: | English |
| Date of Publication (online): | 2020/09/01 |
| Year of first Publication: | 2020 |
| Publishing Institution: | Universität Augsburg |
| Release Date: | 2020/09/01 |
| Volume: | 24 |
| First Page: | 95 |
| Last Page: | 133 |
| DOI: | https://doi.org/10.1007/s11147-020-09171-3 |
| Institutes: | Mathematisch-Naturwissenschaftlich-Technische Fakultät |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Materials Resource Management | |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Materials Resource Management / Professur für Applied Data Analysis | |
| Dewey Decimal Classification: | 3 Sozialwissenschaften / 33 Wirtschaft / 330 Wirtschaft |
| Licence (German): |  CC-BY 4.0: Creative Commons: Namensnennung |
