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~isPartOf:"Essays in asset pricing"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Implied
volatility
duration and the early resolution premium
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Essays in asset pricing
,
(pp. 1-77)
.
2018
We introduce
Implied
Volatility
Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high …
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