Option Pricing Bounds and the Pricing of Bond Options

Bjarne Astrup Jensen, Jørgen Aase Nielsen

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Business Finance & Accounting
Pages (from-to)535-556
ISSN0306-686X
Publication statusPublished - 1999

Cite this

@article{cf918de0c02411db9769000ea68e967b,
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 = "Blackwell Publishing",

}

Option Pricing Bounds and the Pricing of Bond Options. / Astrup Jensen, Bjarne; Aase Nielsen, Jørgen.

In: Journal of Business Finance & Accounting, 1999, p. 535-556.

Research output: Contribution to journalJournal articleResearchpeer-review

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

SP - 535

EP - 556

JO - Journal of Business Finance & Accounting

JF - Journal of Business Finance & Accounting

SN - 0306-686X

ER -