Implied volatility duration: A measure for the timing of uncertainty resolution
| Autor: | Schlag, Christian, Thimme, Julian, Weber, Rüdiger |
|---|---|
| Zdroj: | In Journal of Financial Economics April 2021 140(1):127-144 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Schlag, Christian, Thimme, Julian, Weber, Rüdiger |
|---|---|
| Zdroj: | In Journal of Financial Economics April 2021 140(1):127-144 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect