Option pricing based on the generalized lambda distribution

C-Tier
Journal: Journal of Futures Markets
Year: 2001
Volume: 21
Issue: 3
Pages: 213-236

Authors (1)

Charles J. Corrado

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:wly:jfutmk:v:21:y:2001:i:3:p:213-236
Journal Field
Finance
Author Count
1
Added to Database
2026-02-08