Johannes Stadler
Wirtschaftsingenieur
Geboren:
1986
Hat mitgewirkt an:
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The impact of the leverage effect on the implied volatility smile: evidence for the German option market
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Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
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Modeling share returns - an empirical study on the Variance Gamma model
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The impact of the leverage effect on the implied volatility smile - evidence for the German option market