Access Statistics for Lars Stentoft

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution 6 10 59 85 10 19 119 139
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 1 6 19 19 5 21 69 69
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 3 4 21 21 6 13 26 26
Option Pricing using Realized Volatility 2 6 41 78 5 10 101 157
Total Working Papers 12 26 140 203 26 63 315 391


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution 1 3 5 5 2 8 11 11
Assessing the Least Squares Monte-Carlo Approach to American Option Valuation 2 16 86 671 7 29 149 1,307
Pricing American options when the underlying asset follows GARCH processes 0 0 7 44 0 3 25 136
SEASONALITY IN ECONOMIC MODELS 0 7 51 107 2 16 110 241
Total Journal Articles 3 26 149 827 11 56 295 1,695


Statistics updated 2009-11-04