PUB - Publikationen an der Universität Bielefeld

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• [6]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958792

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

  PUB | PDF | DOI | WoS
   
• [5]
  

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

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

  PUB | PDF | DOI
   
• [4]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956020

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

  PUB | DOI | WoS
   
• [3]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772

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

  PUB | Dateien verfügbar
   
• [2]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840

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

  PUB | PDF
   
• [1]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378

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

  PUB | PDF