The valuation of options for alternative stochastic processes

A-Tier
Journal: Journal of Financial Economics
Year: 1976
Volume: 3
Issue: 1-2
Pages: 145-166

Authors (2)

Cox, John C. (not in RePEc) Ross, Stephen A.

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jfinec:v:3:y:1976:i:1-2:p:145-166
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29