Markus Ulze

University of Augsburg - Institute of Materials Resource Management

Augsburg, 86159

Germany

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Ideas:
“  High Frequency Trading & Data Market Micro Structure Determinants of Implied Volatility Neuronal Networks  ”

Scholarly Papers (1)

1.

Determinants of Implied Volatility Smiles - An Empirical Analysis Using Intraday DAX Equity Options

Number of pages: 45 Posted: 20 Nov 2017 Last Revised: 05 Jun 2018
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management
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Citation 1

Abstract:

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Implied Volatilty Smile, Market Microstructure, Order Book, Buyer-/ Seller-Motivated Trades, Flickering Quotes