Risk Management of Nonstandard Basket Options with Different Underlying Assets

C-Tier

Journal: Journal of Futures Markets

Year: 2013

Volume: 33

Issue: 4

Pages: 299-326

Authors (3)

Georges Dionne (HEC Montréal (École des Hautes...) Geneviève Gauthier (not in RePEc) Nadia Ouertani (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