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~person:"Stentoft, Lars"
~subject:"Capital income"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Stentoft, Lars
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1
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
2
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
3
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008907500
Saved in:
4
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
5
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
Saved in:
6
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
7
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
-
2011
Persistent link: https://www.econbiz.de/10009308213
Saved in:
8
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
9
Which pricing approach for options under GARCH with non-normal innovations?
Simonato, Jean-Guy
;
Stentoft, Lars
-
2015
Persistent link: https://www.econbiz.de/10011327731
Saved in:
10
What we can learn from pricing 139,879 individual stock options
Stentoft, Lars
-
2011
Persistent link: https://www.econbiz.de/10009785803
Saved in:
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