Lars Stentoft

Available identifiers

zbMath Open stentoft.larsMaRDI QIDQ336621

List of research outcomes

Publication	Date of Publication	Type
Lower bounds for American option prices with control variates	2024-06-17	Paper
Simulated Greeks for American options	2023-06-20	Paper
Option pricing with conditional GARCH models	2021-06-03	Paper
Dynamics of variance risk premia: a new model for disentangling the price of risk	2020-06-18	Paper
Bayesian option pricing using mixed normal heteroskedasticity models	2018-11-23	Paper
A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables	2016-11-10	Paper
American Option Pricing Using Simulation and Regression: Numerical Convergence Results	2014-09-29	Paper
Refining the least squares Monte Carlo method by imposing structure	2014-09-05	Paper
If we can simulate it, we can insure it: an application to longevity risk management	2014-07-16	Paper
SEASONALITY IN ECONOMIC MODELS	2005-03-21	Paper
Assessing the least squares Monte-Carlo approach to American option valuation	2005-01-12	Paper

Research outcomes over time

This page was built for person: Lars Stentoft