Pricing multivariate contingent claims using estimated risk-neutral density functions

B-Tier
Journal: Journal of International Money and Finance
Year: 1998
Volume: 17
Issue: 2
Pages: 229-247

Authors (1)

Rosenberg, Joshua V. (Federal Reserve Bank of New Yo...)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:jimfin:v:17:y:1998:i:2:p:229-247
Journal Field
International
Author Count
1
Added to Database
2026-01-29