An Option Valuation Framework Based on Arithmetic Brownian Motion: Justification and Implementation Issues

C-Tier

Journal: Journal of Financial Research

Year: 2017

Volume: 40

Issue: 3

Pages: 401-427

Authors (2)

Robert Brooks (University of Alabama-Tuscaloo...) Joshua A. Brooks (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