Recovering probabilistic information from option markets: Tests of distributional assumptions

C-Tier

Journal: Journal of Futures Markets

Year: 1996

Volume: 16

Issue: 5

Pages: 545-560

Authors (3)

Bruce J. Sherrick Philip Garcia (not in RePEc) Viswanath Tirupattur (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