Realignment risk and currency option pricing in target zones

B-Tier

Journal: European Economic Review

Year: 1995

Volume: 39

Issue: 8

Pages: 1523-1544

Authors (3)

Dumas, Bernard (INSEAD) Peter Jennergren, L. (Stockholm School of Economics) Naslund, Bertil (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

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