A pricing method for options based on average asset values

B-Tier

Journal: Journal of Banking & Finance

Year: 1990

Volume: 14

Issue: 1

Pages: 113-129

Authors (2)

Kemna, A. G. Z. (not in RePEc) Vorst, A. C. F. (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