The Valuation of American Options for a Class of Diffusion Processes

B-Tier

Journal: Management Science

Year: 2002

Volume: 48

Issue: 7

Pages: 917-937

Authors (2)

Jérôme Detemple (Boston University) Weidong Tian (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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