ON THE RELATIVE PRICING OF LONG MATURITY S&P 500 INDEX OPTIONS AND CDX TRANCHES
| Year of publication: |
2010
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S ; Yangi, Fan |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2010, 15734
|