PUB - Publikationen an der Universität Bielefeld

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• [6]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958792

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

  PUB | PDF | DOI | WoS
   
• [5]
  

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

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

  PUB | PDF | DOI
   
• [4]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956020

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

  PUB | DOI | WoS
   
• [3]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772

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

  PUB | Dateien verfügbar
   
• [2]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840

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

  PUB | PDF
   
• [1]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378

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

  PUB | PDF