On the relative pricing of long-maturity index options and collateralized debt obligations

Pierre Collin-Dufresne, Robert S. Goldstein and Fan Yang

Year of publication:	2013
Authors:	Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Yang, Fan
Published in:	The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 67.2012, 6, p. 1983-2014
Subject:	Kreditsicherung \| Collateral \| Index-Futures \| Index futures \| Kreditderivat \| Credit derivative \| Asset-Backed Securities \| Asset-backed securities \| Kreditrisiko \| Credit risk \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative

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