Work

On the Relative Pricing of Long Maturity S&P 500 Index Options and CDX Tranches

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1542873

Authors: Pierre Collin-Dufresne, Robert S. Goldstein, Fan Yang

Institutions: National Bureau of Economic Research, École Polytechnique Fédérale de Lausanne, Swiss Finance Institute, University of Minnesota, University of Connecticut

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1924199348

Cites: 60

Cited by: 25

Related to: 10