Executive Stock Option Pricing in China Under Stochastic Volatility

C-Tier

Journal: Journal of Futures Markets

Year: 2015

Volume: 35

Issue: 10

Pages: 953-960

Authors (3)

Terence Tai Leung Chong (Chinese University of Hong Kon...) Yue Ding (not in RePEc) Yong Li (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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