Price Bounds on Bond Options, Swaptions, Caps, and Floors Assuming Only Non-negative Interest Rates

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Originalsprog	Engelsk
Tidsskrift	International Review of Economics & Finance
Vol/bind	11
Udgave nummer	4
Sider (fra-til)	333-45.
ISSN	1059-0560
Status	Udgivet - 2002

SDU link

@article{1c483890ba9911dc9626000ea68e967b,

title = "Price Bounds on Bond Options, Swaptions, Caps, and Floors Assuming Only Non-negative Interest Rates",

author = "Claus Munk",

year = "2002",

language = "English",

volume = "11",

pages = "333--45.",

journal = "International Review of Economics \& Finance",

issn = "1059-0560",

publisher = "Elsevier",

number = "4",

}