abtrfi

Department of Finance

  • Center for Financial Frictions
Anders Bjerre
Trolle
Professor


E-mail: abtr.fi@cbs.dk
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www.cbs.dk/en/staff/abtrfi
Publications sorted by:
2020
Pierre Collin-Dufresne; Benjamin Junge; Anders B. Trolle / How Integrated Are Credit and Equity Markets? : Evidence from Index Options.
Paper presented at The 47th European Finance Association Annual Meeting. EFA 2020, 2020
Paper > peer review
Pierre Collin-Dufresne; Benjamin Junge; Anders B. Trolle / Market Structure and Transaction Costs of Index CDSs
In: Journal of Finance, Vol. 75, No. 5, 10.2020, p. 2719-2763
Journal article > peer review
2009
Anders Bjerre Trolle; Eduardo S. Schwartz / A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
In: Review of Financial Studies, Vol. 22, No. 5, 2009, p. 2007-2057
Journal article > peer review
Anders Bjerre Trolle; Eduardo S. Schwartz / Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
In: Review of Financial Studies, Vol. 22, No. 11, 11.2009, p. 4423-4461
Journal article > peer review
2007
Anders Bjerre Trolle / Essays on derivatives pricing and dynamic asset allocation
Frederiksberg : Samfundslitteratur 2007, 214 p. (PhD series, No. 16.2007)
Ph.D. thesis
2004
Carsten Sørensen; Anders Bjerre Trolle / Dynamic asset allocation and latent variables
København : Copenhagen Business School [wp] 2004, 55 p.
Working paper