The arbitrage-free valuation and hedging of demand deposits and credit card loans

B-Tier
Journal: Journal of Banking & Finance
Year: 1998
Volume: 22
Issue: 3
Pages: 249-272

Authors (2)

Jarrow, Robert A. (Cornell University) van Deventer, Donald R. (Kamakura Corporation)

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

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Technical Details

RePEc Handle
repec:eee:jbfina:v:22:y:1998:i:3:p:249-272
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25