On the Relative Pricing of Long‐Maturity Index Options and Collateralized Debt Obligations
| Year of publication: |
2012
|
|---|---|
| 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 2181915. - Vol. 67.2012, 6, p. 1983-2014
|