A reexamination of option values implicit in callable Treasury bonds

A-Tier

Journal: Journal of Financial Economics

Year: 1995

Volume: 38

Issue: 2

Pages: 141-162

Authors (3)

Jordan, Bradford D. (University of Kentucky) Jordan, Susan D. (not in RePEc) Jorgensen, Randy D. (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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