Option pricing with a non‐zero lower bound on stock price

C-Tier

Journal: Journal of Futures Markets

Year: 2005

Volume: 25

Issue: 8

Pages: 775-794

Authors (1)

Ming Dong (York University)

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:25:y:2005:i:8:p:775-794
Journal Field: Finance
Author Count: 1
Added to Database: 2026-02-08