The following pages link to Lars Stentoft (Q336621):
Displayed 10 items.
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
- Assessing the least squares Monte-Carlo approach to American option valuation (Q704011) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
- If we can simulate it, we can insure it: an application to longevity risk management (Q2252277) (← links)
- Refining the least squares Monte Carlo method by imposing structure (Q2879045) (← links)
- American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
- SEASONALITY IN ECONOMIC MODELS (Q4659851) (← links)
- Simulated Greeks for American options (Q6158428) (← links)