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The price of a smile : hedging and spanning in option markets
Buraschi, Andrea; Jackwerth, Jens Carsten - In: The review of financial studies 14 (2001) 2, pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
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Subjective bond returns and belief aggregation
Buraschi, Andrea; Piatti, Ilaria; Whelan, Paul - In: The review of financial studies 35 (2022) 8, pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117