On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations

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

Research output: Contribution to journalArticlepeer-review

46 Scopus citations

Fingerprint

Dive into the research topics of 'On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations'. Together they form a unique fingerprint.

Business & Economics