Details
Title
SFI-AT
Formal Name (French)
Chaire du Prof. Trolle
Formal Name (English)
Prof. Trolle Chair
Lab Manager
Infoscience team
Group ID
U12109
Affiliated authors
Junge, Jan Benjamin
Trolle, Anders
Trolle, Anders
Institute
SFI
Faculty
CDM
Note
Members of SFI-AT et CF-CDM
Linked resource
http://sfi.epfl.ch/page82857.html
Publications
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Commodity Spread Option Pricing and the Economic Fundamentals of Crack Spreads
Efficient Pricing of Energy Derivatives
Essays on the Market Structure and Pricing of Credit Derivatives
Pricing expropriation risk in natural resource contracts – A real options approach
The Swaption Cube
The term structure of interbank risk
Trust, integrated information technology and new product success
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Variance Risk Premia in Energy Commodities
Commodity Spread Option Pricing and the Economic Fundamentals of Crack Spreads
Efficient Pricing of Energy Derivatives
Essays on the Market Structure and Pricing of Credit Derivatives
Pricing expropriation risk in natural resource contracts – A real options approach
The Swaption Cube
The term structure of interbank risk
Trust, integrated information technology and new product success
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Variance Risk Premia in Energy Commodities
Record appears in
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