The impact of the leverage effect on the implied volatility smile - evidence for the German option market
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: Review of Derivatives Research, 24, S. 95-133
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Augsburg
- (who)
-
Universität Augsburg
- (when)
-
2020
- Event
-
Veröffentlichung
- (who)
-
Springer
- (when)
-
2020
- Creator
- DOI
-
10.1007/s11147-020-09171-3
- URN
-
urn:nbn:de:bvb:384-opus4-793997
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:56 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Stöckl, Stefan
- Rathgeber, Andreas W.
- Stadler, Johannes
- Universität Augsburg
- Springer
Time of origin
- 2020
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