6 Publikationen
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2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958792Term structure modeling under volatility uncertaintyPUB | PDF | DOI | WoS
Hölzermann, Julian, Term structure modeling under volatility uncertainty. Mathematics and Financial Economics 16 (2). , 2022 -
2021 | Bielefelder E-Dissertation | PUB-ID: 2959836Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility UncertaintyPUB | PDF | DOI
Hölzermann, Julian, Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty. (). Bielefeld, 2021 -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956020The Hull-White model under volatility uncertaintyPUB | DOI | WoS
Hölzermann, Julian, The Hull-White model under volatility uncertainty. Quantitative Finance 21 (11). , 2021 -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772Pricing Interest Rate Derivatives under Volatility UncertaintyPUB | Dateien verfügbar
Hölzermann, Julian, Pricing Interest Rate Derivatives under Volatility Uncertainty. 633 (). Bielefeld, 2020 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian MotionPUB | PDF
Hölzermann, Julian, Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . 613 (). Bielefeld, 2019 -
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility UncertaintyPUB | PDF
Hölzermann, Julian, Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty. 582 (). Bielefeld, 2018