Lars Stentoft

Finance · 2004–2008

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Lars Stentoft trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francis A. Longstaff
  2. Steven Heston
  3. John C. Hull
  4. Tim Bollerslev
  5. Daniel B. Nelson
  6. Eduardo S. Schwartz
  7. Ole E. Barndorff-Nielsen
  8. Peter P. Carr
  9. K. Hsieh
  10. Robert F. Engle

Who trusts Lars Stentoft overall

  1. Alexandru Badescu
  2. Alexander Boogert
  3. R. Kulperger
  4. Cyriel de Jong
  5. René A. Carmona
  6. Dongming Zhu
  7. C. Ornthanalai
  8. H. Sørensen

Papers from Lars Stentoft's perspective

Ordered by how strongly the researchers Lars Stentoft trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. The Pricing of Options and Corporate Liabilities
  3. A Closed-Form GARCH Option Valuation Model
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Generalized autoregressive conditional heteroskedasticity
  7. Time-Changed Levy Processes and Option Pricing ⁄
  8. Valuing American Options by Simulation: A Simple Least-Squares Approach
  9. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers