Lars Stentoft

According to our database, Lars Stentoft authored at least 5 papers between 2004 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Lower bounds for American option prices with control variates.

François-Michel Boire, R. Mark Reesor, Lars Stentoft

Oper. Res. Lett., November, 2023

2021

Option pricing with conditional GARCH models.

Marcos Escobar-Anel, Javad Rastegari, Lars Stentoft

Eur. J. Oper. Res., 2021

2014

Bayesian option pricing using mixed normal heteroskedasticity models.

Jeroen V. K. Rombouts, Lars Stentoft

Comput. Stat. Data Anal., 2014

2013

A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables.

Michel Denault, Jean-Guy Simonato, Lars Stentoft

Comput. Oper. Res., 2013

2004

Convergence of the Least Squares Monte Carlo Approach to American Option Valuation.

Lars Stentoft

Manag. Sci., 2004