Option Pricing Bounds and the Pricing of Bond Options

Bjarne Astrup Jensen, Jørgen Aase Nielsen

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Journal of Business Finance & Accounting
Pages (from-to)	535-556
ISSN	0306-686X
Publication status	Published - 1999

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@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",

}

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 -