6 Publikationen

Alle markieren

[6]
2021 | Bielefelder E-Dissertation | PUB-ID: 2959836 OA PUB | PDF | DOI
 
[5]
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2958792
Term structure modeling under volatility uncertainty
Hölzermann J (2021)
Mathematics and Financial Economics.
PUB | DOI | WoS
 
[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 OA
Pricing Interest Rate Derivatives under Volatility Uncertainty
Hölzermann J (2020) Center for Mathematical Economics Working Papers; 633.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[2]
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
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 OA
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
 

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6 Publikationen

Alle markieren

[6]
2021 | Bielefelder E-Dissertation | PUB-ID: 2959836 OA PUB | PDF | DOI
 
[5]
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2958792
Term structure modeling under volatility uncertainty
Hölzermann J (2021)
Mathematics and Financial Economics.
PUB | DOI | WoS
 
[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 OA
Pricing Interest Rate Derivatives under Volatility Uncertainty
Hölzermann J (2020) Center for Mathematical Economics Working Papers; 633.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[2]
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
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 OA
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
 

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