Pricing and hedging interest rate options: Evidence from cap-floor markets

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 3

Pages: 701-733

Authors (2)

Gupta, Anurag (Case Western Reserve Universit...) Subrahmanyam, Marti G. (not in RePEc)

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