A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 1998
Volume: 23
Issue: 3
Pages: 333-369

Authors (1)

Das, Sanjiv Ranjan (Santa Clara University)

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:eee:dyncon:v:23:y:1998:i:3:p:333-369
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25