Frontaler Blick auf das D4 Gebäude.

Rüdiger Weber - Paper accepted at JFE

03/11/2020

Rüdiger Weber's paper “Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution” has been accepted for publication at the Journal of Financial Economics. The co-authors are Christian Schlag (Goethe University Frankfurt) and Julian Thimme (Karlsruhe Institute of Technology).

Back to overview