The Hull-White model under volatility uncertainty
Julian Hölzermann
| Year of publication: |
2021
|
|---|---|
| Authors: | Hölzermann, Julian |
| Subject: | Interest rates | Model uncertainty | No-arbitrage | Robust finance | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1923788 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696796