Unspanned stochastic volatility and the pricing of commodity derivatives AB Trolle, ES Schwartz The Review of Financial Studies 22 (11), 4423-4461, 2009 | 321 | 2009 |

The term structure of interbank risk D Filipović, AB Trolle Journal of Financial Economics 109 (3), 707-733, 2013 | 162 | 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, 2008 | 141 | 2008 |

Variance risk premia in energy commodities AB Trolle, ES Schwartz The Journal of Derivatives 17 (3), 15-32, 2010 | 81 | 2010 |

Linear‐rational term structure models D Filipović, M Larsson, AB Trolle The Journal of Finance 72 (2), 655-704, 2017 | 77 | 2017 |

Liquidity risk in credit default swap markets B Junge, AB Trolle Swiss Finance Institute Research Paper, 2015 | 56 | 2015 |

The swaption cube AB Trolle, ES Schwartz The Review of Financial Studies 27 (8), 2307-2353, 2014 | 43* | 2014 |

Market structure and transaction costs of index CDSs P Collin-Dufresne, B Junge, AB Trolle Swiss Finance Institute Research Paper, 2018 | 37 | 2018 |

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 | 25 | 2010 |

Keep it simple: Dynamic bond portfolios under parameter uncertainty P Feldhütter, LS Larsen, C Munk, AB Trolle Available at SSRN 2018844, 2012 | 13 | 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 | 9 | 2019 |

The price of interest rate variance risk and optimal investments in interest rate derivatives AB Trolle EFA 2009 Bergen Meetings Paper, 2009 | 6 | 2009 |

Dynamic asset allocation and latent variables C Sorensen, AB Trolle working paper, Copenhagen Business School, 2005 | 3 | 2005 |

Efficient Pricing of Energy Derivatives AB Trolle Published in Marcel Prokopczuk, ed.: Energy Pricing Models: Recent Advances …, 2014 | 2 | 2014 |

Dynamic interest rate derivative strategies in the presence of unspanned stochastic volatility AB Trolle Available at SSRN 848886, 2005 | 2 | 2005 |

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 | 1 | 2008 |

A general model of dynamic asset allocation with incomplete information and learning C Sørensen, AB Trolle Available at SSRN 675625, 2006 | 1 | 2006 |

Fed funds futures variance futures D Filipović, AB Trolle Quantitative Finance 16 (9), 1413-1422, 2016 | | 2016 |

Keep it Simple: Dynamic Bond Portfolios under Parameter Uncertainty LS Larsen, C Munk, P Feldhütter, AB Trolle | | 2013 |

Linear-Rational Term-Structure Models A Trolle | | |