The distribution of exchange rate returns and the pricing of currency options

A-Tier

Journal: Journal of International Economics

Year: 1998

Volume: 45

Issue: 2

Pages: 351-368

Authors (4)

Lim, G. C. (University of Melbourne) Lye, J. N. (University of Melbourne) Martin, G. M. (Monash University) Martin*, V. L. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count