1.The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options.

作　　者：Jeroen V.K. ROMBOUTS ;Lars STENTOFT ;Francesco VIOLANTE.

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2012 ;2012(1).

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：74852817

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2.Bayesian option pricing using mixed normal heteroskedasticity models. (pdf )

作　　者：Jeroen V.K. ROMBOUTS ;Lars STENTOFT

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2009 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004196

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3.Option pricing with asymmetric heteroskedastic normal mixture models

作　　者：Jeroen V.K. ROMBOUTS ;Lars STENTOFT.

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2010 ;2010(1).

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47611407

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4.Mutivariate option pricing with time varying volatility and correlations.

作　　者：Jeroen V.K. ROMBOUTS ;Lars STENTOFT

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2010 ;2010(1).

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47515327

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检索条件:"( ( 高级检索(( ((AU:(("Lars STENTOFT")))) )) ) )"

	Jeroen V.K. ROMBOUTS	4篇
	Lars STENTOFT	3篇
	Francesco VIOLANTE.	1篇
	Lars STENTOFT.	1篇

	2012	1篇
	2010	2篇
	2009	1篇