Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion

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Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Center for Mathematical Economics Working Papers ; 613

Classification
Wirtschaft

Event
Veröffentlichung
(where)
Bielefeld
(who)
Universitätsbibliothek Bielefeld
(when)
2019
Creator
Hölzermann, Julian
Lin, Qian

URN
urn:nbn:de:0070-pub-29348400
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
22.03.2025, 8:19 PM CET

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Associated

  • Hölzermann, Julian
  • Lin, Qian
  • Universitätsbibliothek Bielefeld

Time of origin

  • 2019

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