Concepedia

Anders B. Trolle

AB

Statistics

Publications

21

Citations

1.5K

H-Index

17

Active since

2007

Affiliations

Copenhagen Business School(Current)

École Polytechnique Fédérale de Lausanne

Swiss Finance Institute

University of California, Los Angeles

National Bureau of Economic Research

Anders B. Trolle is an author at Copenhagen Business School specializing in financial economics, finance, and economics.

Publications per year

2007–2024

21

Publications

21

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Anders B. Trolle, Eduardo S. Schwartz · Review of Financial Studies · 2009 · 362 citations · Full text

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The term structure of interbank risk

Damir Filipović, Anders B. Trolle · Journal of Financial Economics · 2013 · 195 citations · Full text

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

Anders B. Trolle, Eduardo S. Schwartz · Review of Financial Studies · 2008 · 141 citations · Full text

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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Anders B. Trolle, Eduardo S. Schwartz · SSRN Electronic Journal · 2008 · 115 citations · Full text

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Linear‐Rational Term Structure Models

Damir Filipović, Martin Larsson, Anders B. Trolle · The Journal of Finance · 2016 · 112 citations · Full text

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