The early exercise of American puts

B-Tier

Journal: Journal of Banking & Finance

Year: 1985

Volume: 9

Issue: 2

Pages: 207-219

Authors (2)

Geske, Robert (not in RePEc) Shastri, Kuldeep

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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