Volatility smirk as an externality of agency conflict and growing debt (Q4584769)
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scientific article; zbMATH DE number 6931495
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility smirk as an externality of agency conflict and growing debt |
scientific article; zbMATH DE number 6931495 |
Statements
Volatility smirk as an externality of agency conflict and growing debt (English)
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4 September 2018
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volatility smirk
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asymmetric volatility smile
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agency conflict
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debt externality
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leverage
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0.704317033290863
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0.6927872896194458
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0.6629806160926819
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0.6608772873878479
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0.6582924723625183
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