Arbitrage and state price deflators in a general intertemporal framework

B-Tier

Journal: Journal of Mathematical Economics

Year: 2005

Volume: 41

Issue: 6

Pages: 722-734

Authors (3)

Jouini, Elyes (Université Paris-Dauphine (Par...) Napp, Clotilde (Université Paris-Dauphine (Par...) Schachermayer, Walter (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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