The pricing of forward-starting asian options

B-Tier

Journal: Journal of Banking & Finance

Year: 1994

Volume: 18

Issue: 5

Pages: 823-839

Authors (3)

Bouaziz, Laurent (not in RePEc) Briys, Eric (HEC Paris (École des Hautes Ét...) Crouhy, Michel (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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