Expressed Volatility
A paper by Schadner delivers an observation on implied volatility that neither you nor the author knew about - unless you are Wolfgang Schadner.
Authors
- Rolf Poulsen (ORCID: https://orcid.org/0000-0001-8242-0954)
Publication Details
- Journal
- Wilmott
- Published
- 2026-10-31
- DOI
- https://doi.org/10.54946/wilm.12271
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00