Option valuation with conditional skewness

A-Tier
Journal: Journal of Econometrics
Year: 2006
Volume: 131
Issue: 1-2
Pages: 253-284

Authors (3)

Christoffersen, Peter Heston, Steve (not in RePEc) Jacobs, Kris (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:131:y:2006:i:1-2:p:253-284
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25