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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 (2009) 11, pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
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The swaption cube
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 27 (2014) 8, pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
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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/10003399801
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Variance risk premia in energy commodities
Trolle, Anders B.; Schwartz, Eduardo S. - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 15-32
Persistent link: https://www.econbiz.de/10003961013