Quotation Schlag, Christian, Thimme, Julian, Weber, Rüdiger. 2019. Implied Volatility Duration - A Measure for the Timing of Uncertainty Resolution.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Implied Volatility Duration - A Measure for the Timing of Uncertainty Resolution
Year 2019

Associations

People
Weber, Rüdiger (Details)
External
Schlag, Christian (Goethe University, Germany)
Thimme, Julian (KIT, Germany)
Organization
Institute for Finance, Banking and Insurance IN (Details)
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