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1.	Efficient Pricing of Energy Derivatives Trolle, Anders B. Energy Pricing Models, 21 (2014) 2014 \| Book Chapters \| Detailed record - Similar records
2.	Trust, integrated information technology and new product success Ettlie, John E. ; Tucci, Christopher ; Gianiodis, Peter T. European Journal Of Innovation Management, 20 (3), 406-427 (2017) 2017 \| Journal Articles \| Detailed record - Similar records
3.	PDF EPFL_TH7322 Essays on the Market Structure and Pricing of Credit Derivatives Junge, Jan Benjamin ; Trolle, Anders 2016 \| Theses \| Detailed record - Similar records
4.	PDF Commodity Spread Option Pricing and the Economic Fundamentals of Crack Spreads Kolpakov, Ilya ; Trolle, Anders 2014 \| Theses \| Detailed record - Similar records
5.	The Swaption Cube Trolle, Anders B. ; Schwartz, Eduardo S. Review Of Financial Studies, 27 (8), 2307-2353 (2014) 2014 \| Journal Articles \| Detailed record - Similar records
6.	PDF 10.1.1.572.910 The term structure of interbank risk Filipovic, Damir ; Trolle, Anders B. Journal Of Financial Economics, 109 (3), 707-733 (2013) 2013 \| Journal Articles \| Detailed record - Similar records
7.	PDF TrolleSchwartz_Energy_Variance_Risk_Premia Variance Risk Premia in Energy Commodities Trolle, Anders ; Schwartz, Eduardo S. The Journal of Derivatives, 17 (3), 15-32 (2010) 2010 \| Journal Articles \| Detailed record - Similar records
8.	PDF Pricing expropriation risk in natural resources contracts Pricing expropriation risk in natural resource contracts – A real options approach Schwartz, Eduardo S. ; Trolle, Anders ; Hogan, William ; Sturzenegger, Federico The Natural Resource Trap: Private Investment without Public Commitment (2010) 2010 \| Book Chapters \| Detailed record - Similar records
9.	PDF commodity derivatives Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives Trolle, Anders ; Schwartz, Eduardo S. Review of Financial Studies, 22 (11), 4423-4461 (2009) 2009 \| Journal Articles \| Detailed record - Similar records
10.	PDF TrolleSchwartz_Stochastic_Volatility A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives Trolle, Anders ; Schwartz, Eduardo S. Review of Financial Studies, 22 (5), 2007-2057 (2009) 2009 \| Journal Articles \| Detailed record - Similar records

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