Open AccessOn the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches
Author(s) -
Pierre CollinDufresne,
Robert S. Goldstein,
Fan Yang
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.3386/w15734
Subject(s) - maturity (psychological) , index (typography) , economics , econometrics , statistics , business , mathematics , financial economics , computer science , political science , world wide web , law