Jacob Stromberg - Publications

Assistent Prof. M. Chesney


Journal Articles (2)

Strategic technology adoption and hedging under incomplete markets
Markus Leippold, Jacob Stromberg
In: Journal of Banking and Finance, Vol. 81, p. 181-199, August 2017.

Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube
Markus Leippold, Jacob Stromberg
In: Journal of Financial Economics, Vol. 111 (No. 1), p. 224-250, January 2014.

Dissertations (1)

Essays on the Pricing and Modeling of Derivatives and Risk-taking Incentives
Jacob Stromberg
Supervisor(s): Marc Chesney, Loriano Mancini
University of Zurich, 2013.

Working Papers (2)

Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps and Swaptions
Jacob Stromberg, Markus Leippold
SFI Research Paper Series, No. 12-23, 2012.

Managerial Incentives to Take Asset Risk
Marc Chesney, Jacob Stromberg, Alexander F. Wagner
SFI Research Paper, No. 10-18, 2012.

Media coverage (1)

Are the conventional ways to measure managerial incentives to take asset risk still correct?
Concerns: Marc Chesney, Alexander F. Wagner
SFI Blog, 24 January 2017.