Anders B. Trolle

Latest Institution: Swiss Finance Institute

All Institutions: Copenhagen Business School; Swiss Finance Institute

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives

Year: 2006
Journal: Review of Financial Studies
Authors: Anders B. Trolle; Eduardo S. Schwartz

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Year: 2006
Journal: Review of Financial Studies
Authors: Anders B. Trolle; Eduardo S. Schwartz

An Empirical Analysis of the Swaption Cube

Year: 2010
Journal: No Journal Matched
Authors: Anders B. Trolle; Eduardo S. Schwartz

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