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, no.633, Bielefeld: Center for Mathematical Economics.PUB | Dateien verfügbar
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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, no.613, Bielefeld: Center for Mathematical Economics.PUB | PDF
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