The valuation of American barrier options using the decomposition technique

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2000

Volume: 24

Issue: 11-12

Pages: 1783-1827

Authors (3)

Gao, Bin (江苏省发展与改革委员会宏观经济研究所) Huang, Jing-zhi (Pennsylvania State University) Subrahmanyam, Marti (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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