Pricing and hedging in incomplete markets

A-Tier
Journal: Journal of Financial Economics
Year: 2001
Volume: 62
Issue: 1
Pages: 131-167

Authors (3)

Carr, Peter Geman, Helyette (not in RePEc) Madan, Dilip B. (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jfinec:v:62:y:2001:i:1:p:131-167
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25