6 Publikationen

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  • [6]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958792 OA
    Hölzermann, J., 2022. Term structure modeling under volatility uncertainty. Mathematics and Financial Economics, 16(2), p 317-343.
    PUB | PDF | DOI | WoS
     
  • [5]
    2021 | Bielefelder E-Dissertation | PUB-ID: 2959836 OA
    Hölzermann, J., 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, J., 2021. The Hull-White model under volatility uncertainty. Quantitative Finance, 21(11), p 1921-1933.
    PUB | DOI | WoS
     
  • [3]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
    Hölzermann, J., 2020. Pricing Interest Rate Derivatives under Volatility Uncertainty, Center for Mathematical Economics Working Papers, no.633, Bielefeld: Center for Mathematical Economics.
    PUB | Dateien verfügbar
     
  • [2]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
    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, no.613, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [1]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378 OA
    Hölzermann, J., 2018. Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty, Center for Mathematical Economics Working Papers, no.582, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     

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