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

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

AutorP. Collin-Dufresne, R. Goldstein, and F. Yang
JournalJournal of Finance
Datum1. Jan. 2012
KategorieAcademic Publications
Volumevol. 67(6), pp 1983-2014

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