American option valuation: Implied calibration of GARCH pricing models

C-Tier
Journal: Journal of Futures Markets
Year: 2011
Volume: 31
Issue: 10
Pages: 971-994

Authors (2)

Michael Weber (not in RePEc) Marcel Prokopczuk (Leibniz Universität Hannover)

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

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Technical Details

RePEc Handle
repec:wly:jfutmk:v:31:y:2011:i:10:p:971-994
Journal Field
Finance
Author Count
2
Added to Database
2026-02-17