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Filipovic, Damir
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Trolle, Anders B.
6
Schwartz, Eduardo S.
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc
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Finance and stochastics
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Journal of financial economics
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ECONIS (ZBW)
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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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2
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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3
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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4
UNSPANNED STOCHASTIC VOLATILITY AND THE PRICING OF COMMODITY DERIVATIVES
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10007593059
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Separable Term Structures and the Maximal Degree Problem
Filipovic, Damir
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 341-350
Persistent link: https://www.econbiz.de/10008216132
Saved in:
8
A general characterization of one factor affine term structure models
Filipovic, Damir
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10008216992
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9
ARTICLES - A Note on the Nelson-Siegel Family
Filipovic, Damir
- In:
Mathematical finance : an international journal of …
9
(
1999
)
4
,
pp. 349-360
Persistent link: https://www.econbiz.de/10008218178
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10
OPTIMAL NUMERAIRES FOR RISK MEASURES
Filipovic, Damir
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 333
Persistent link: https://www.econbiz.de/10008221217
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