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The term structure of interbank risk
Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733
Persistent link: https://www.econbiz.de/10010142463
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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2013) 5, pp. 2007-2006
Persistent link: https://www.econbiz.de/10010114061
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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2013) 11, pp. 4423-4422
Persistent link: https://www.econbiz.de/10010114740
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UNSPANNED STOCHASTIC VOLATILITY AND THE PRICING OF COMMODITY DERIVATIVES
Trolle, Anders B.; Schwartz, Eduardo S. - 2006
Persistent link: https://www.econbiz.de/10007593059
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A GENERAL STOCHASTIC VOLATILITY MODEL FOR THE PRICING AND FORECASTING OF INTEREST RATE DERIVATIVES
Trolle, Anders B.; Schwartz, Eduardo S. - 2006
Persistent link: https://www.econbiz.de/10007274146
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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 5, pp. 2007-2058
Persistent link: https://www.econbiz.de/10008238826