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lars.stentoft@cirano.qc.ca

Liste des publications scientifiques au CIRANO par Lars Stentoft

Code Publications
2012s-08 CS M. Martin Boyer et Lars Peter Stentoft. If we can simulate it, we can insure it: An application to longevity risk management
2012s-05 CS Jeroen Rombouts, Lars Peter Stentoft et Francesco Violente. The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
2011s-43 CS M. Martin Boyer, Joanna Mejza et Lars Peter Stentoft. Measuring Longevity Risk for a Canadian Pension Fund
2010s-38 CS Jeroen Rombouts et Lars Peter Stentoft. Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
2010s-23 CS Jeroen Rombouts et Lars Peter Stentoft. Multivariate Option Pricing With Time Varying Volatility and Correlations
2009s-19 CS Jeroen Rombouts et Lars Peter Stentoft. Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models

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