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
A theoretical framework for trading experiments 0 0 0 32 0 0 6 56
A theoretical framework for trading experiments 0 0 0 14 0 5 8 49
A theoretical framework for trading experiments 0 0 0 2 2 5 10 21
A theoretical framework for trading experiments 0 0 1 95 0 2 5 182
American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution 0 0 2 201 2 7 19 498
American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison 0 0 0 37 0 3 10 173
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 1 47 1 2 22 166
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 0 1 4 209
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 1 4 17 462
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 0 1 6 113
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 3 6 6 51
If we can simulate it, we can insure it: An application to longevity risk management 0 0 0 44 0 2 21 141
Measuring Longevity Risk for a Canadian Pension Fund 0 0 1 47 1 2 9 100
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 0 3 10 147
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 2 6 23 245
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 0 2 6 169
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 1 2 8 136
Option Pricing using Realized Volatility 0 0 0 139 2 4 9 376
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 0 2 12 135
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 2 7 14 155
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 1 3 9 85
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 0 5 11 127
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 1 5 144
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 0 3 9 126
Unawareness Premia 0 0 2 7 2 10 21 42
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 0 8 242
What we can learn from pricing 139,879 Individual Stock Options 0 0 0 57 0 4 24 146
Which pricing approach for options under GARCH with non-normal innovations? 0 0 0 32 1 3 8 112
Total Working Papers 0 0 7 1,274 21 95 320 4,608

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options 0 0 2 2 1 3 17 22
A mean reverting affine GARCH model for commodities 0 0 0 0 3 5 6 6
Affine multivariate GARCH models 0 0 0 17 0 2 10 74
American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution 0 0 0 51 0 5 13 227
American Option Pricing with Importance Sampling and Shifted Regressions 0 0 0 5 1 7 17 33
American option pricing with discrete and continuous time models: An empirical comparison 0 1 1 20 3 10 12 83
Analytical fixed income pricing in discrete time: A new family of models 0 1 1 1 3 6 9 9
Assessing the Least Squares Monte-Carlo Approach to American Option Valuation 0 1 1 846 4 6 12 1,694
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 10 1 3 15 154
Bias Correction in the Least-Squares Monte Carlo Algorithm 1 1 2 2 1 7 26 26
Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method 0 0 0 2 1 5 10 45
Computational Finance 0 0 0 5 2 6 9 43
Convergence of the Least Squares Monte Carlo Approach to American Option Valuation 0 0 2 95 3 7 32 239
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing 1 1 1 6 2 4 13 21
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 0 6 17 89
Efficient Numerical Pricing of American Call Options Using Symmetry Arguments 0 0 0 4 0 2 6 36
Efficient Pricing and Model Calibration With Large Panels of Options 1 1 1 1 3 6 6 6
Efficient Variance Reduction for American Call Options Using Symmetry Arguments 0 0 1 2 0 4 12 22
If we can simulate it, we can insure it: An application to longevity risk management 0 0 1 18 0 1 11 104
Intraday Market Predictability: A Machine Learning Approach 3 7 15 21 6 25 61 75
Les modèles factoriels et la gestion du risque de longévité 0 0 0 2 0 2 7 36
Measuring Longevity Risk: An Application to the Royal Canadian Mounted Police Pension Plan 0 0 0 3 0 1 16 57
Multivariate option pricing with time varying volatility and correlations 0 0 2 48 1 5 21 190
Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models 0 0 0 0 2 7 13 15
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 6 0 4 8 70
Option pricing with conditional GARCH models 0 2 3 32 0 7 20 141
Pricing American options when the underlying asset follows GARCH processes 0 0 2 83 1 2 12 344
Pricing individual stock options using both stock and market index information 0 0 1 16 1 5 12 118
Refining the least squares Monte Carlo method by imposing structure 0 0 0 8 1 2 5 57
Regulatory Capital and Incentives for Risk Model Choice under Basel 3* 0 1 2 13 0 4 22 50
Simulated Greeks for American options 0 1 4 13 2 5 10 30
Smile‐implied hedging with volatility risk 0 0 4 11 0 5 15 46
Stationary Threshold Vector Autoregressive Models 0 0 0 8 0 6 14 62
The benefits of returns and options in the estimation of GARCH models. A Heston-Nandi GARCH insight 0 0 0 0 1 7 17 17
The shifted GARCH model with affine variance: Applications in pricing 0 1 2 2 0 7 13 21
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 1 2 8 91
Value function approximation or stopping time approximation: a comparison of two recent numerical methods for American option pricing using simulation and regression 0 0 0 0 0 3 6 6
Variance swap payoffs, risk premia and extreme market conditions 0 0 1 5 0 3 18 44
Yes We Can (Price Derivatives on Survivor Indices) 0 0 0 2 0 0 6 28
Total Journal Articles 6 18 49 1,385 44 197 557 4,431

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
American option pricing using simulation with an application to the GARCH model 0 1 2 14 0 8 18 66
Total Chapters 0 1 2 14 0 8 18 66

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04