Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach

C-Tier

Journal: Journal of Futures Markets

Year: 2016

Volume: 36

Issue: 3

Pages: 217-239

Authors (2)

Massimo Guidolin (Università Commerciale Luigi B...) Erwin Hansen (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