Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’

B-Tier
Journal: Review of Finance
Year: 1999
Volume: 3
Issue: 3
Pages: 311-317

Authors (1)

Bent Jesper Christensen (Aarhus Universitet)

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:oup:revfin:v:3:y:1999:i:3:p:311-317
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25