Please note that PUB no longer supports Internet Explorer versions 8 or 9 (or earlier).

We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.

3 Publikationen

2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840
Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion
Hölzermann J, Lin Q (2019) Center for Mathematical Economics Working Papers; 613.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378
Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty
Hölzermann J (2018) Center for Mathematical Economics Working Papers; 582.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963
Viability and arbitrage under Knightian Uncertainty
Burzoni M, Riedel F, Soner HM (2017) Center for Mathematical Economics Working Papers; 575.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

Filter und Suchbegriffe

keyword="No Arbitrage"

Suche

Publikationen filtern

Darstellung / Sortierung

Export / Einbettung