Are generalized call-spreads efficient?

C-Tier

Journal: Journal of Mathematical Economics

Year: 2007

Volume: 43

Issue: 5

Pages: 581-596

Authors (2)

Carlier, G. (not in RePEc) Dana, R.-A. (Institut de Préparation à l'Ad...)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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