Term structure modeling under volatility uncertainty
Julian Hölzermann
| Year of publication: |
2022
|
|---|---|
| Authors: | Hölzermann, Julian |
| Subject: | Term structure of interest rates | No-arbitrage | Ambiguous volatility | Knightian uncertainty | Model uncertainty | Robust finance | Zinsstruktur | Yield curve | Volatilität | Volatility | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | CAPM | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-021-00310-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167938