An empirical test of the Hull‐White option pricing model

C-Tier

Journal: Journal of Futures Markets

Year: 1998

Volume: 18

Issue: 4

Pages: 363-378

Authors (2)

Charles Corrado Tie Su (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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