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A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
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Not all VIXs are (Informationally) equal : evidence from affine GARCH option pricing models
Escobar, Marcos
;
Stentoft, Lars
;
Ye, Xize
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015079727
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