Lars Stentoft

Lars Stentoft

Western University Canada - London / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 784657
University of Western Ontario
person_outline Lars Stentoft's MOST POPULAR ARTICLES
1-) Convergence of the least squares Monte Carlo approach to American option valuationL StentoftManagement Science 50 (9), 1193-1203, 20042292004
2-) Assessing the least squares Monte-Carlo approach to American option valuationL StentoftReview of Derivatives research 7 (2), 129-168, 20041762004
3-) Pricing American options when the underlying asset follows GARCH processesL StentoftJournal of Empirical Finance 12 (4), 576-611, 2005932005
4-) American option pricing using GARCH models and the normal inverse Gaussian distributionL StentoftJournal of Financial Econometrics 6 (4), 540-582, 2008852008
5-) Option pricing using realized volatilityL StentoftAvailable at SSRN 1108007, 2008522008