The impact of the leverage effect on the implied volatility smile: evidence for the German option market (Q2047035)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The impact of the leverage effect on the implied volatility smile: evidence for the German option market |
scientific article |
Statements
The impact of the leverage effect on the implied volatility smile: evidence for the German option market (English)
0 references
19 August 2021
0 references
implied volatilty smile
0 references
leverage effect
0 references
event study
0 references
tick data
0 references