The importance of the loss function in option valuation

A-Tier
Journal: Journal of Financial Economics
Year: 2004
Volume: 72
Issue: 2
Pages: 291-318

Authors (2)

Christoffersen, Peter Jacobs, Kris (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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jfinec:v:72:y:2004:i:2:p:291-318
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25