3 Treffer für Verfasser = "Hölzermann, Julian"

• Bond pricing under Knightian uncertainty a short rate model with drift and volatility uncertainty Hölzermann, Julian Bielefeld : Universitätsbibliothek Bielefeld, August 2018

• Pricing interest rate derivatives under volatility uncertainty Hölzermann, Julian Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2020

• Term structure modeling under volatility uncertainty a forward rate model driven by G-Brownian Motion Hölzermann, Julian ; Lin, Qian Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, April 2019