A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

A-Tier

Journal: Journal of Financial Economics

Year: 2000

Volume: 56

Issue: 3

Pages: 407-458

Authors (2)

Chernov, Mikhail (not in RePEc) Ghysels, Eric (University of North Carolina-C...)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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