Pricing interest rate derivatives under volatility uncertainty.

MLA

Hölzermann, Julian. “Pricing Interest Rate Derivatives under Volatility Uncertainty.” Annals of Operations Research, vol. 336, no. 1/2, May 2024, pp. 153–82. EBSCOhost, https://doi.org/10.1007/s10479-022-04921-y.

APA

Hölzermann, J. (2024). Pricing interest rate derivatives under volatility uncertainty. Annals of Operations Research, 336(1/2), 153–182. https://doi.org/10.1007/s10479-022-04921-y

Chicago

Hölzermann, Julian. 2024. “Pricing Interest Rate Derivatives under Volatility Uncertainty.” Annals of Operations Research 336 (1/2): 153–82. doi:10.1007/s10479-022-04921-y.