Browsing All of EconStor by Author Stentoft, Lars
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2018 | Stationary threshold vector autoregressive models | Grynkiv, Galyna; Stentoft, Lars |
2019 | Bootstrapping the early exercise boundary in the least-squares monte carlo method | Létourneau, Pascal; Stentoft, Lars |
2019 | Efficient numerical pricing of American call options using symmetry arguments | Stentoft, Lars |
2020 | Computational finance | Stentoft, Lars |
2020 | Computational finance | Stentoft, Lars |
2021 | American option pricing with importance sampling and shifted regressions | Boire, Francois-Michel; Reesor, R. Mark; Stentoft, Lars |
2021 | Efficient variance reduction for American call options using symmetry arguments | Boire, François-Michel; Reesor, R. Mark; Stentoft, Lars |