Showing 1 - 4 results of 4 for search 'Lars Stentoft', query time: 0.04s Refine Results
  1. 1
    Computational Finance
    by Lars Stentoft
    Published 2020-07-01
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    Article
  2. 2
    Efficient Numerical Pricing of American Call Options Using Symmetry Arguments
    by Lars Stentoft
    Published 2019-04-01
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    Article
  3. 3
    Stationary Threshold Vector Autoregressive Models
    by Galyna Grynkiv, Lars Stentoft
    Published 2018-08-01
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    Article
  4. 4
    American Option Pricing with Importance Sampling and Shifted Regressions
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    Article
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