The price of a smile: Hedging and spanning in option markets

Review of Financial Studies

Volumn 14, Issue 2, 2001, Pages 495-527

  Buraschi, Andrea ^b   Jackwerth, Jens ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035606570     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/14.2.495     Document Type: Article

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