Imperial College London

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:2005,
author = {Buraschi, A and Corielli, F},
journal = {JOURNAL OF BANKING AND FINANCE},
pages = {2883--2907},
title = {Risk management implications of time-inconsistency: model updating and recalibration of no-arbitrage models},
volume = {29},
year = {2005}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Buraschi,A
AU - Corielli,F
EP - 2907
PY - 2005///
SN - 0378-4266
SP - 2883
TI - Risk management implications of time-inconsistency: model updating and recalibration of no-arbitrage models
T2 - JOURNAL OF BANKING AND FINANCE
VL - 29
ER -