The Impact of the Leverage Effect on the Implied Volatility Smile - Evidence for the German Option Market

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Published inIDEAS Working Paper Series from RePEc
Main Authors Stoeckl, Stefan, Rathgeber, Andreas, Stadler, Johannes
Format Paper
LanguageEnglish
Published St. Louis Federal Reserve Bank of St. Louis 01.01.2016
Online AccessGet full text

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Author Rathgeber, Andreas
Stadler, Johannes
Stoeckl, Stefan
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Copyright Copyright Federal Reserve Bank of St Louis 2016
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