Data-Driven InnovationMichael Moesgaard Andersen, Torben Pedersen · First published 2021Open the Tome
Routledge Companion to Strategic Risk ManagementTorben Juul Andersen · First published 2015Open the Tome
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noiseTorben G. Andersen · First published 2007Open the Tome
Do bonds span volatility risk in the U.S. treasury market?Torben G. Andersen · First published 2006Open the Tome
