Lars Stentoft
Names
first: 
Lars 
last: 
Stentoft 
Contact
Affiliations

University of Western Ontario
→ Department of Economics (weight: 34%)

Aarhus Universitet
→ Institut for Økonomi
→ Center for Research in Econometric Analysis of Time Series (CREATES) (weight: 33%)

Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (weight: 33%)
Research profile
author of:

Assessing the Least Squares MonteCarlo Approach to American Option Valuation
by Lars Stentoft

Pricing American options when the underlying asset follows GARCH processes
by Stentoft, Lars

SEASONALITY IN ECONOMIC MODELS
by BRENDSTRUP, BJARNE & HYLLEBERG, SVEND & NIELSEN, MORTEN RREGAARD & SKIPPER, LARS & STENTOFT, LARS

Option Pricing using Realized Volatility
by Lars Stentoft

American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution
by Lars Stentoft

Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
by Jeroen V. K. Rombouts & Lars Stentoft

American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution
by Lars Stentoft

Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
by Jeroen Rombouts & Lars Stentoft

Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
by Jeroen V. K. Rombouts & Lars Stentoft

Bayesian option pricing using mixed normal heteroskedasticity models
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

Multivariate Option Pricing with Time Varying Volatility and Correlations
by Jeroen V. K. Rombouts & Lars Stentoft

Multivariate Option Pricing with Time Varying Volatility and Correlations
by Jeroen V. K. Rombouts & Lars Stentoft

Multivariate Option Pricing With Time Varying Volatility and Correlations
by Jeroen Rombouts & Lars Stentoft

Multivariate option pricing with time varying volatility and correlations
by ROMBOUTS, Jeroen J. K. & STENTOFT, Lars

Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
by Jeroen V. K. Rombouts & Lars Stentoft

Option pricing with asymmetric heteroskedastic normal mixture models
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
by Jeroen Rombouts & Lars Stentoft

Measuring Longevity Risk for a Canadian Pension Fund
by M. Martin Boyer & Joanna Mejza & Lars Stentoft

Convergence of the Least Squares Monte Carlo Approach to American Option Valuation
by Lars Stentoft

Multivariate option pricing with time varying volatility and correlations
by Rombouts, Jeroen V. K. & Stentoft, Lars

American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
by Lars Stentoft

What we can learn from pricing 139,879 Individual Stock Options
by Lars Stentoft

The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
by Jeroen Rombouts & Lars Stentoft & Francesco Violente

If we can simulate it, we can insure it: An application to longevity risk management
by M. Martin Boyer & Lars Stentoft

The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
by Jeroen V. K. Rombouts & Lars Stentoft & Francesco Violante

The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

American option pricing with discrete and continuous time models: An empirical comparison
by Stentoft, Lars

If we can simulate it, we can insure it: An application to longevity risk management
by Boyer, M. Martin & Stentoft, Lars

A theoretical framework for trading experiments
by Maxence Soumare & Jørgen Vitting Andersen & Francis Bouchard & Alain Elkaim & Dominique Guegan & Justin Leroux & Michel Miniconi & Lars Stentoft

A theoretical framework for trading experiments
by Maxence Soumare & Jørgen Vitting Andersen & Francis Bouchard & Alain Elkaim & Dominique Guegan & Justin Leroux & Michel Miniconi & Lars Stentoft

A theoretical framework for trading experiments
by Maxence Soumare & J.{\o}rgen Vitting Andersen & Francis Bouchard & Alain Elkaim & Dominique Gu\'egan & Justin Leroux & Michel Miniconi & Lars Stentoft

The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options
by Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso

Refining the least squares Monte Carlo method by imposing structure
by Pascal Létourneau & Lars Stentoft

Bayesian option pricing using mixed normal heteroskedasticity models
by Rombouts, Jeroen V. K. & Stentoft, Lars

Measuring Longevity Risk: An Application to the Royal Canadian Mounted Police Pension Plan
by M. Martin Boyer & Joanna Mejza & Lars Stentoft

American option pricing using simulation with an application to the GARCH model
by Lars Stentoft
edited by

Which pricing approach for options under GARCH with nonnormal innovations?
by JeanGuy Simonato & Lars Stentoft

Option pricing with asymmetric heteroskedastic normal mixture models
by Rombouts, Jeroen V. K. & Stentoft, Lars

Les modèles factoriels et la gestion du risque de longévité
by Boyer, Martin & Dorion, Christian & Stentoft, Lars

Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability
by Jeroen V. K. Rombouts & Lars Stentoft & Francesco Violante

Yes We Can (Price Derivatives on Survivor Indices)
by M. Martin Boyer & Lars Stentoft

Variance swap payoffs, risk premia and extreme market conditions
by Jeroen V. K. Rombouts & Lars Stentoft & Francesco Violante

Stationary Threshold Vector Autoregressive Models
by Galyna Grynkiv & Lars Stentoft

Efficient Numerical Pricing of American Call Options Using Symmetry Arguments
by Lars Stentoft