The impact of the leverage effect on the implied volatility smile: evidence for the German option market (Q2047035)
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scientific article; zbMATH DE number 7383471
| 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; zbMATH DE number 7383471 |
Statements
The impact of the leverage effect on the implied volatility smile: evidence for the German option market (English)
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19 August 2021
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implied volatilty smile
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leverage effect
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event study
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tick data
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