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• [6]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958792

  Hölzermann, J. (2022). Term structure modeling under volatility uncertainty. Mathematics and Financial Economics, 16(2), 317-343. https://doi.org/10.1007/s11579-021-00310-4

  PUB | PDF | DOI | WoS
   
• [5]
  

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

  Hölzermann, J. (2021). Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty. Bielefeld: Universität Bielefeld. https://doi.org/10.4119/unibi/2959836

  PUB | PDF | DOI
   
• [4]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956020

  Hölzermann, J. (2021). The Hull-White model under volatility uncertainty. Quantitative Finance, 21(11), 1921-1933. https://doi.org/10.1080/14697688.2021.1923788

  PUB | DOI | WoS
   
• [3]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772

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

  PUB | Dateien verfügbar
   
• [2]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840

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

  PUB | PDF
   
• [1]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378

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

  PUB | PDF