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Browsing by Author « Stentoft, Lars Peter »

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Showing results 1 to 5 of 5
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
Rombouts, Jeroen; Stentoft, Lars Peter
Issue Date : 2009-05

Measuring Longevity Risk for a Canadian Pension Fund
Boyer, M. Martin; Mejza, Joanna; Stentoft, Lars Peter
Issue Date : 2011-04

Multivariate Option Pricing With Time Varying Volatility and Correlations
Rombouts, Jeroen; Stentoft, Lars Peter
Issue Date : 2010-05

Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
Rombouts, Jeroen; Stentoft, Lars Peter
Issue Date : 2010-09

The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
Rombouts, Jeroen; Stentoft, Lars Peter; Violente, Francesco
Issue Date : 2012-02

Showing results 1 to 5 of 5

 

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