Estimating State Price Densities Implied by American Options

A-Tier

Journal: Journal of Business & Economic Statistics

Year: 2026

Volume: 44

Issue: 1

Pages: 80-93

Authors (2)

Zhongjun Qu (Boston University) Guang Zhang (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count