J. Hölzermann, Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty, Universität Bielefeld, Bielefeld, 2021.
J. Hölzermann, and Q. Lin, Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion , Center For Mathematical Economics, Bielefeld, 2019.
J. Hölzermann, Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty, Center For Mathematical Economics, Bielefeld, 2018.
J. Hölzermann, Pricing Interest Rate Derivatives under Volatility Uncertainty, Center For Mathematical Economics, Bielefeld, 2020.PUB | Dateien verfügbar