Approximate option valuation for arbitrary stochastic processes

A-Tier

Journal: Journal of Financial Economics

Year: 1982

Volume: 10

Issue: 3

Pages: 347-369

Authors (2)

Jarrow, Robert (Cornell University) Rudd, Andrew (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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