American options with stochastic dividends and volatility: A nonparametric investigation

A-Tier

Journal: Journal of Econometrics

Year: 2000

Volume: 94

Issue: 1-2

Pages: 53-92

Authors (4)

Broadie, Mark (not in RePEc) Detemple, Jerome (not in RePEc) Ghysels, Eric (University of North Carolina-C...) Torres, Olivier (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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