Imperial College London
Alternate

ProfessorAndreaBuraschi

Business School

Chair in Finance
 
 
 
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Contact

 

+44 (0)20 7594 1818a.buraschi Website CV

 
 
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Location

 

2.05D53 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Buraschi:2001:rfs/14.2.495,
author = {Buraschi, A and Jackwerth, J},
doi = {rfs/14.2.495},
journal = {REVIEW OF FINANCIAL STUDIES},
pages = {495--527},
title = {The price of a smile: Hedging and spanning in option markets},
url = {http://dx.doi.org/10.1093/rfs/14.2.495},
volume = {14},
year = {2001}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Buraschi,A
AU  - Jackwerth,J
DO  - rfs/14.2.495
EP  - 527
PY  - 2001///
SN  - 0893-9454
SP  - 495
TI  - The price of a smile: Hedging and spanning in option markets
T2  - REVIEW OF FINANCIAL STUDIES
UR  - http://dx.doi.org/10.1093/rfs/14.2.495
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000167933000007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 14
ER  -
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