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• [6]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958792

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

  PUB | PDF | DOI | WoS
   
• [5]
  

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

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

  PUB | PDF | DOI
   
• [4]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956020

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

  PUB | DOI | WoS
   
• [3]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772

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

  PUB | Dateien verfügbar
   
• [2]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840

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

  PUB | PDF
   
• [1]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378

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

  PUB | PDF