Option Pricing Bounds and the Pricing of Bond Options

Bjarne Astrup Jensen, Jørgen Aase Nielsen

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Business Finance & Accounting
Sider (fra-til)	535-556
ISSN	0306-686X
Status	Udgivet - 1999

Opstilling: 336.764 ast
Løbe nr.: 003150

Emneord

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title = "Option Pricing Bounds and the Pricing of Bond Options",

keywords = "Optionspriser, bond options",

author = "{Astrup Jensen}, Bjarne and {Aase Nielsen}, J{\o}rgen",

note = "Opstilling: 336.764 ast L{\o}be nr.: 003150",

year = "1999",

language = "English",

pages = "535--556",

journal = "Journal of Business Finance & Accounting",

issn = "0306-686X",

publisher = "Wiley",

}

TY - JOUR

T1 - Option Pricing Bounds and the Pricing of Bond Options

AU - Astrup Jensen, Bjarne

AU - Aase Nielsen, Jørgen

N1 - Opstilling: 336.764 ast Løbe nr.: 003150

PY - 1999

Y1 - 1999

KW - Optionspriser

KW - bond options

M3 - Journal article

SN - 0306-686X

SP - 535

EP - 556

JO - Journal of Business Finance & Accounting

JF - Journal of Business Finance & Accounting

ER -