Lars Stentoft

Associate Professor

Western University

Canada

Research Interests

Explore related searches

About

Dr. Lars Stentoft is an Associate Professor at Western University in Canada. His research focuses on financial modeling, specifically in areas such as option pricing, machine learning applications in market predictability, and GARCH models. His recent publications include analyses of American options pricing, covariance dependent kernels, and regulatory capital implications under Basel 3.

Articles (10)

Year:

2023

Year:

2023

Year:

2023

Year:

2023

Year:

2021

Year:

2021

Year:

2021

Year:

2021

Year:

2021

Year:

2020

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Lars Stentoft

Research Interests

Explore related searches

About

Articles (10)

Intraday Market Predictability: A Machine Learning Approach

Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing

Simulated Greeks for American options

The benefits of returns and options in the estimation of GARCH models. A Heston-Nandi GARCH insight

Efficient Variance Reduction for American Call Options Using Symmetry Arguments

American Option Pricing with Importance Sampling and Shifted Regressions

Option pricing with conditional GARCH models

Regulatory Capital and Incentives for Risk Model Choice under Basel 3∗

Smile-implied hedging with volatility risk

Affine multivariate GARCH models

Make your next move.