| Unspanned stochastic volatility and the pricing of commodity derivatives AB Trolle, ES Schwartz The Review of Financial Studies 22 (11), 4423-4461, 2009 | 450 | 2009 |
| The term structure of interbank risk D Filipović, AB Trolle Journal of Financial Economics 109 (3), 707-733, 2013 | 241 | 2013 |
| A general stochastic volatility model for the pricing of interest rate derivatives AB Trolle, ES Schwartz The Review of Financial Studies 22 (5), 2007-2057, 2009 | 174 | 2009 |
| Linear‐rational term structure models D Filipović, M Larsson, AB Trolle The Journal of Finance 72 (2), 655-704, 2017 | 143 | 2017 |
| Market structure and transaction costs of index CDSs P Collin‐Dufresne, B Junge, AB Trolle The Journal of Finance 75 (5), 2719-2763, 2020 | 116 | 2020 |
| Variance risk premia in energy commodities A Trolle, ES Schwartz | 116 | 2010 |
| Liquidity risk in credit default swap markets B Junge, AB Trolle Swiss Finance Institute Research Paper, 2015 | 99 | 2015 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 95 | 2024 |
| The swaption cube AB Trolle, ES Schwartz The Review of Financial Studies 27 (8), 2307-2353, 2014 | 72* | 2014 |
| Pricing expropriation risk in natural resource contracts-A real options approach ES Schwartz, AB Trolle Published in William Hogan and Federico Sturzenegger, eds.: The Natural …, 2010 | 26 | 2010 |
| How integrated are credit and equity markets? evidence from index options P Collin‐Dufresne, B Junge, AB Trolle The Journal of Finance 79 (2), 949-992, 2024 | 21 | 2024 |
| Keep it simple: Dynamic bond portfolios under parameter uncertainty P Feldhütter, LS Larsen, C Munk, AB Trolle Available at SSRN 2018844, 2012 | 19 | 2012 |
| On the relation between linearity‐generating processes and linear‐rational models D Filipović, M Larsson, AB Trolle Mathematical Finance 29 (3), 804-826, 2019 | 10 | 2019 |
| The price of interest rate variance risk and optimal investments in interest rate derivatives AB Trolle EFA 2009 Bergen Meetings Paper, 2009 | 9 | 2009 |
| Efficient pricing of energy derivatives AB Trolle Published in Marcel Prokopczuk, ed.: Energy Pricing Models: Recent Advances …, 2014 | 5 | 2014 |
| Jumps in Interest Rates and Pricing of Jump Risk--Evidence from the Eurodollar Market P Feldhütter, AB Trolle, P Schneider EFA 2008 Athens Meetings Paper, 2008 | 4 | 2008 |
| Dynamic asset allocation and latent variables C Sørensen, AB Trolle | 3 | 2004 |
| Dynamic interest rate derivative strategies in the presence of unspanned stochastic volatility AB Trolle Available at SSRN 848886, 2005 | 2 | 2005 |
| A general model of dynamic asset allocation with incomplete information and learning C Sørensen, AB Trolle Available at SSRN 675625, 2006 | 1 | 2006 |
| Internet Appendix for “Linear-Rational Term Structure Models” D FILIPOVIC, M LARSSON, AB TROLLE Journal of Finance, DOI 10, 0 | 1 | |
Eduardo SchwartzRyan Beedie Chair in Finance Simon Fraser UniversityVerified email at sfu.ca
