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Browsing by Author « Stentoft, Lars Peter »
Showing results 1 to 5 of 5
| Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models | | Rombouts, Jeroen; Stentoft, Lars Peter | | Issue Date : 2009-05 |
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| Measuring Longevity Risk for a Canadian Pension Fund | | Boyer, M. Martin; Mejza, Joanna; Stentoft, Lars Peter | | Issue Date : 2011-04 |
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| Multivariate Option Pricing With Time Varying Volatility and Correlations | | Rombouts, Jeroen; Stentoft, Lars Peter | | Issue Date : 2010-05 |
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| Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models | | Rombouts, Jeroen; Stentoft, Lars Peter | | Issue Date : 2010-09 |
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| 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 |
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Showing results 1 to 5 of 5
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