Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note.

A-Tier

Journal: Journal of Finance

Year: 1983

Volume: 38

Issue: 4

Pages: 1271-77

Authors (3)

Geske, Robert (not in RePEc) Roll, Richard (University of California-Los A...) Shastri, Kuldeep

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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