Knock‐in American options

C-Tier

Journal: Journal of Futures Markets

Year: 2004

Volume: 24

Issue: 2

Pages: 179-192

Authors (2)

Min Dai (English) Yue Kuen Kwok (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