Misspecification and the pricing and hedging of long-term foreign currency options

B-Tier

Journal: Journal of International Money and Finance

Year: 1995

Volume: 14

Issue: 3

Pages: 373-393

Authors (2)

Melino, Angelo (University of Toronto) Turnbull, Stuart M. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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