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• [6]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958792

  Term structure modeling under volatility uncertainty
  Hölzermann J (2022)
  Mathematics and Financial Economics 16(2): 317-343.

  PUB | PDF | DOI | WoS
   
• [5]
  

  2021 | Bielefelder E-Dissertation | PUB-ID: 2959836

  Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty
  Hölzermann J (2021)
  Bielefeld: Universität Bielefeld.

  PUB | PDF | DOI
   
• [4]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956020

  The Hull-White model under volatility uncertainty
  Hölzermann J (2021)
  Quantitative Finance 21(11): 1921-1933.

  PUB | DOI | WoS
   
• [3]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772

  Pricing Interest Rate Derivatives under Volatility Uncertainty
  Hölzermann J (2020) Center for Mathematical Economics Working Papers; 633.
  Bielefeld: Center for Mathematical Economics.

  PUB | Dateien verfügbar
   
• [2]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840

  Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion
  Hölzermann J, Lin Q (2019) Center for Mathematical Economics Working Papers; 613.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [1]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378

  Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty
  Hölzermann J (2018) Center for Mathematical Economics Working Papers; 582.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF