Hölzermann, J. (2021): Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty. Bielefeld: Universität Bielefeld.
Hölzermann, J.; Lin, Q. (2019): Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . Bielefeld: Center for Mathematical Economics.
Hölzermann, J. (2018): Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty. Bielefeld: Center for Mathematical Economics.