N. N.

Academic Positions

  • since 2019, Research associate (MSc) and PhD candidate, Karlsruhe Institute of Technology Research associate
  • 2018 – 2019, Research associate (BSc), Karlsruhe Institute of Technology

Conference Talks

6th Asset Pricing Conference by LTI@UniTO, 10/2023 (invited), “Beyond the VIX: Option-Driven Insights into COVID-19 Market Turbulence”, Discussant: Max Croce, Bocconi University

Working Papers

Ulrich, M., Zimmer, L. Beyond the VIX: Option-Driven Insights into COVID-19 Market Turbulence. Working Paper (2023).

Publication

Ulrich, M., Zimmer, L. & Merbecks, C. Implied volatility surfaces: a comprehensive analysis using half a billion option prices. Review of Derivatives Research 26, 135–169 (2023). https://doi.org/10.1007/s11147-023-09195-5