Approximating payoffs and pricing formulas

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2000

Volume: 24

Issue: 11-12

Pages: 1721-1746

Authors (2)

Darolles, Serge (Université Paris-Dauphine (Par...) Laurent, Jean-Paul (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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