The Structure of Binomial Lattice Models for Bonds

Bjarne Astrup Jensen, Jørgen Aase Nielsen

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalObozrenie Prikladnoi i Promyshlennoi Matematiki
Pages (from-to)361-386
ISSN0869-8325
Publication statusPublished - 1998

Cite this

@article{c4ed4000c02411db9769000ea68e967b,
title = "The Structure of Binomial Lattice Models for Bonds",
keywords = "Obligationer",
author = "{Astrup Jensen}, Bjarne and Nielsen, {J{\o}rgen Aase}",
note = "Opstilling: 336.768 ast L{\o}be nr.: 003859",
year = "1998",
language = "English",
pages = "361--386",
journal = "Obozrenie Prikladnoi i Promyshlennoi Matematiki",
issn = "0869-8325",
publisher = "Nauchnoe Izdatel'stvoTVP",

}

The Structure of Binomial Lattice Models for Bonds. / Astrup Jensen, Bjarne; Nielsen, Jørgen Aase.

In: Obozrenie Prikladnoi i Promyshlennoi Matematiki, 1998, p. 361-386.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - The Structure of Binomial Lattice Models for Bonds

AU - Astrup Jensen, Bjarne

AU - Nielsen, Jørgen Aase

N1 - Opstilling: 336.768 ast Løbe nr.: 003859

PY - 1998

Y1 - 1998

KW - Obligationer

M3 - Journal article

SP - 361

EP - 386

JO - Obozrenie Prikladnoi i Promyshlennoi Matematiki

JF - Obozrenie Prikladnoi i Promyshlennoi Matematiki

SN - 0869-8325

ER -