Details
Title
Trolle, Anders
Sciper ID
192823
Publications
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Pricing expropriation risk in natural resource contracts – A real options approach
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Variance Risk Premia in Energy Commodities
Pricing expropriation risk in natural resource contracts – A real options approach
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Variance Risk Premia in Energy Commodities
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