Anders B. Trolle

Finance · 2009–2017

A researcher in the Science corpus: 4 papers; trusts 23 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Anders B. Trolle trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Pierre Collin-Dufresne
  2. Eduardo S. Schwartz
  3. David S. Bates
  4. Qiang Dai
  5. Francis A. Longstaff
  6. Peter P. Carr
  7. Kenneth J. Singleton
  8. Patrick Cheridito
  9. J. Casassus
  10. Robert S. Goldstein

Who trusts Anders B. Trolle overall

  1. Nina Lange
  2. Peter F. Christoffersen
  3. J. Mencía
  4. Chris Brooks
  5. Samuel Hikspoors
  6. Philippe Mueller
  7. Jens H. E. Christensen
  8. Torben G. Andersen
  9. Marcel Prokopczuk
  10. Enrique Sentana

Papers from Anders B. Trolle's perspective

Ordered by how strongly the researchers Anders B. Trolle trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. Term premia and interest rate forecasts in affine models
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Spanning and Derivative-Security Valuation
  5. Specification Analysis of Affine Term Structure Models
  6. Stochastic Skew in Currency Options
  7. Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies
  8. Valuing American Options by Simulation: A Simple Least-Squares Approach
  9. Market liquidity and funding liquidity
  10. The Pricing of Options and Corporate Liabilities

Their papers