6 Publikationen
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772Hölzermann, J. (2020). Pricing Interest Rate Derivatives under Volatility Uncertainty (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840Hölzermann, 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). Bielefeld: Center for Mathematical Economics.
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