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Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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American option pricing using GARCH models and the normal inverse Gaussian distribution
Stentoft, Lars - In: Journal of financial econometrics : official journal of … 6 (2008) 4, pp. 540-582
Persistent link: https://www.econbiz.de/10003778987
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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - 2011
Persistent link: https://www.econbiz.de/10009308213
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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
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What we can learn from pricing 139,879 individual stock options
Stentoft, Lars - In: The journal of derivatives : the official publication … 22 (2015) 4, pp. 54-78
Persistent link: https://www.econbiz.de/10011399778
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What we can learn from pricing 139,879 individual stock options
Stentoft, Lars - 2011
Persistent link: https://www.econbiz.de/10009785803
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Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars - In: Review of derivatives research 7 (2004) 2, pp. 129-168
Persistent link: https://www.econbiz.de/10003153995
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Computational finance
Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4
The field of computational finance is evolving ever faster. This book collects a number of novel contributions on the use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use of numerical methods for pricing, hedging, and risk...
Persistent link: https://www.econbiz.de/10012309311