The impact of the leverage effect on the implied volatility smile: evidence for the German option market
Crossref DOI link: https://doi.org/10.1007/s11147-020-09171-3
Published Online: 2020-09-15
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rathgeber, A. W.
Stadler, J.
Stöckl, S.
Funding for this research was provided by:
Universität Augsburg
Text and Data Mining valid from 2020-09-15
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Article History
First Online: 15 September 2020