File Download
  Links for fulltext
     (May Require Subscription)
Supplementary

Article: On the relative pricing of long-maturity index options and collateralized debt obligations

TitleOn the relative pricing of long-maturity index options and collateralized debt obligations
Authors
Collin-Dufresne, PCDGoldstein, RGYang, F
Issue Date2012
PublisherWiley.
Citation
Journal of Finance, 2012, v. 67 n. 6, p. 1983-2014 How to Cite?
DOI: http://dx.doi.org/10.1111/j.1540-6261.2012.01779.x
Persistent Identifierhttp://hdl.handle.net/10722/192498
ISI Accession Number ID
WOS:000311374800001

 

DC FieldValueLanguage
dc.contributor.authorCollin-Dufresne, PCDen_US
dc.contributor.authorGoldstein, RGen_US
dc.contributor.authorYang, Fen_US
dc.date.accessioned2013-11-15T02:19:47Z-
dc.date.available2013-11-15T02:19:47Z-
dc.date.issued2012en_US
dc.identifier.citationJournal of Finance, 2012, v. 67 n. 6, p. 1983-2014en_US
dc.identifier.urihttp://hdl.handle.net/10722/192498-
dc.languageengen_US
dc.publisherWiley.en_US
dc.relation.ispartofJournal of Financeen_US
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.titleOn the relative pricing of long-maturity index options and collateralized debt obligationsen_US
dc.typeArticleen_US
dc.identifier.emailYang, F: fanyang@hku.hken_US
dc.identifier.authorityYang, F=rp01551en_US
dc.description.naturepreprint-
dc.identifier.doi10.1111/j.1540-6261.2012.01779.x-
dc.identifier.scopuseid_2-s2.0-84869804168-
dc.identifier.hkuros222751en_US
dc.identifier.volume67en_US
dc.identifier.spage1983en_US
dc.identifier.epage2014en_US
dc.identifier.isiWOS:000311374800001-

Export via OAI-PMH Interface in XML Formats

OR

Export to Other Non-XML Formats