A continuous time approach to the pricing of bonds

B-Tier

Journal: Journal of Banking & Finance

Year: 1979

Volume: 3

Issue: 2

Pages: 133-155

Authors (2)

Brennan, Michael J. (University of California-Los A...) Schwartz, Eduardo S. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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