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

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|6|1983-2014

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.6, 2012-12, pp. : 1983-2014

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Abstract