On the relative pricing of long maturity S&P 500 index options and CDX tranchesPierre Collin Dufresne · First published 2010Open the Tome
Can interest rate volatility be extracted from the cross section of bond yields?Pierre Collin Dufresne · First published 2004Open the Tome
Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatilityPierre Collin Dufresne · First published 2004Open the Tome
