Event Risk Premia and Non-convex Volatility Smiles

Reference

Hanke, M., Schadner, W., & Stöckl, S. (2024). Event Risk Premia and Non-convex Volatility Smiles. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.

Publication type

Presentation at Scholarly Conference

Persons

• Prof. Dr. Michael Hanke
• Assoz. Prof. Dr. Sebastian Stöckl
• Dr. Wolfgang Schadner

Organizational Units

• Liechtenstein Business School