Skip to contents Schwartz, Eduardo S. [Author] ; Trolle, Anders B. [Other] Pricing Expropriation Risk in Natural Resource Contracts - A Real Options Approach Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Sørensen, Carsten [Author] ; Trolle, Anders B. [Other] A General Model of Dynamic Asset Allocation with Incomplete Information and Learning Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Trolle, Anders B. [Author] Efficient Pricing of Energy Derivatives Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] The Swaption Cube Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] National Bureau of Economic Research An Empirical Analysis of the Swaption Cube Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2010 Published in: NBER working paper series ; no. w16549 Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] An Empirical Analysis of the Swaption Cube Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w16549 Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w12337 Trolle, Anders B. [Author] The Price of Interest Rate Variance Risk and Optimal Investments in Interest Rate Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: EFA 2009 Bergen Meetings Paper Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: NBER Working Paper ; No. w12744 Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] National Bureau of Economic Research A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, June 2006 Published in: NBER working paper series ; no. w12337 Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] National Bureau of Economic Research Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, December 2006 Published in: NBER working paper series ; no. w12744 Junge, Benjamin [Author]; Trolle, Anders B. [Author] Liquidity risk in credit default swap markets Articles View online Schließen > Access ... to article via Resolving system (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2016 Published in: Junge, Benjamin: Essays on the market structure and pricing of credit derivatives ; (2016), Seite 1-33, 105-123 Filipović, Damir [Author]; Trolle, Anders B. [Author] Fed funds futures variance futures Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2015 Published in: Swiss Finance Institute: Research paper series ; 2014,66 Junge, Benjamin [Author]; Trolle, Anders B. [Author] Liquidity risk in credit default swap markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2013 Published in: Swiss Finance Institute: Research paper series ; 2013,65 Filipović, Damir [Author]; Trolle, Anders B. [Author] The term structure of interbank risk Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2011 Published in: Swiss Finance Institute: Research paper series ; 2011,34 Feldhütter, Peter [Author] ; Larsen, Linda Sandris [Other]; Munk, Claus [Other]; Trolle, Anders B. [Other] Keep it Simple : Dynamic Bond Portfolios Under Parameter Uncertainty Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Filipović, Damir [Author]; Larsson, Martin [Author]; Trolle, Anders B. [Author] On the relation between linearity-generating processes and linear-rational models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, March 22, 2016 Published in: Swiss Finance Institute: Research paper series ; 2016,23 Filipović, Damir [Author]; Larsson, Martin [Author]; Trolle, Anders B. [Author] Linear-rational term structure models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2014 Published in: Swiss Finance Institute: Research paper series ; 2014,15
Schwartz, Eduardo S. [Author] ; Trolle, Anders B. [Other] Pricing Expropriation Risk in Natural Resource Contracts - A Real Options Approach Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Sørensen, Carsten [Author] ; Trolle, Anders B. [Other] A General Model of Dynamic Asset Allocation with Incomplete Information and Learning Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Trolle, Anders B. [Author] Efficient Pricing of Energy Derivatives Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] The Swaption Cube Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] National Bureau of Economic Research An Empirical Analysis of the Swaption Cube Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2010 Published in: NBER working paper series ; no. w16549
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] An Empirical Analysis of the Swaption Cube Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w16549
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w12337
Trolle, Anders B. [Author] The Price of Interest Rate Variance Risk and Optimal Investments in Interest Rate Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: EFA 2009 Bergen Meetings Paper
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: NBER Working Paper ; No. w12744
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] National Bureau of Economic Research A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, June 2006 Published in: NBER working paper series ; no. w12337
Trolle, Anders B. [Author] ; Schwartz, Eduardo S. [Other] National Bureau of Economic Research Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, December 2006 Published in: NBER working paper series ; no. w12744
Junge, Benjamin [Author]; Trolle, Anders B. [Author] Liquidity risk in credit default swap markets Articles View online Schließen > Access ... to article via Resolving system (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2016 Published in: Junge, Benjamin: Essays on the market structure and pricing of credit derivatives ; (2016), Seite 1-33, 105-123
Filipović, Damir [Author]; Trolle, Anders B. [Author] Fed funds futures variance futures Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2015 Published in: Swiss Finance Institute: Research paper series ; 2014,66
Junge, Benjamin [Author]; Trolle, Anders B. [Author] Liquidity risk in credit default swap markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2013 Published in: Swiss Finance Institute: Research paper series ; 2013,65
Filipović, Damir [Author]; Trolle, Anders B. [Author] The term structure of interbank risk Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2011 Published in: Swiss Finance Institute: Research paper series ; 2011,34
Feldhütter, Peter [Author] ; Larsen, Linda Sandris [Other]; Munk, Claus [Other]; Trolle, Anders B. [Other] Keep it Simple : Dynamic Bond Portfolios Under Parameter Uncertainty Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Filipović, Damir [Author]; Larsson, Martin [Author]; Trolle, Anders B. [Author] On the relation between linearity-generating processes and linear-rational models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, March 22, 2016 Published in: Swiss Finance Institute: Research paper series ; 2016,23
Filipović, Damir [Author]; Larsson, Martin [Author]; Trolle, Anders B. [Author] Linear-rational term structure models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2014 Published in: Swiss Finance Institute: Research paper series ; 2014,15
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