Price convergence between credit default swap and put option new evidence

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of empirical finance
1. Verfasser:	Chan, Ka Kei (VerfasserIn)
Weitere Verfasser:	Kolokolova, Olga (VerfasserIn), Lin, Ming-Tsung (VerfasserIn), Poon, Ser-Huang (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2023
Schlagworte:	Convergence > Credit default swap (CDS) > Deep out-of-the-money put option > Market segmentation > Trading strategy > Aufsatz in Zeitschrift
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