On the Relative Pricing of Long Maturity S&P 500 Index Options and Cdx Tranches
Year of publication: |
2010
|
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Authors: | Collin-Dufresne, Pierre |
Other Persons: | Goldstein, Robert S. (contributor) ; Yang, Fan (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (38 p) |
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Series: | NBER Working Paper ; No. w15734 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2010 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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