Centre interuniversitaire de recherche en analyse des organisations
Allier savoir et décision pour le développement d'innovations sociales et économiques
| 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 |
Centre interuniversitaire de recherche en analyse des organisations
1130 rue Sherbrooke Ouest, suite 1400
Montréal, Québec (Canada) H3A 2M8
(514) 985-4000
(514) 985-4039
reception@cirano.qc.ca
© 2017 CIRANO. Tous droits réservés.
Partenaire de :
