NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches

Pierre Collin-Dufresne, Robert S. Goldstein, Fan Yang

NBER Working Paper No. 15734
Issued in February 2010

---- Acknowledgements -----

The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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