Disasters Implied by Equity Index Options

A-Tier

Journal: Journal of Finance

Year: 2011

Volume: 66

Issue: 6

Pages: 1969-2012

Authors (3)

DAVID BACKUS MIKHAIL CHERNOV (not in RePEc) IAN MARTIN (London School of Economics (LS...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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