@misc{SchlagThimmeWeber2020,
  author    = {Christian Schlag and Julian Thimme and R{\"u}diger Weber},
  title     = {Implied volatility duration: a measure for the timing of uncertainty resolution},
  booktitle = {SAFE working paper series ; No. 265},
  number    = {First version: December 7, 2016 ; This version: January 27, 2020},
  doi       = {10.2139/ssrn.2881993},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {265},
  type      = {workingpaper},
  pages     = {78},
  year        = {2020},
}