Convergence of the Least Squares Monte Carlo Approach to American Option Valuation. - Lars Stentoft (Manag. Sci., 2004)

A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables. - Michel Denault; Jean-Guy Simonato; Lars Stentoft (Comput. Oper. Res., 2013)

Bayesian option pricing using mixed normal heteroskedasticity models. - Jeroen V. K. Rombouts; Lars Stentoft (Comput. Stat. Data Anal., 2014)

Option pricing with conditional GARCH models. - Marcos Escobar-Anel; Javad Rastegari; Lars Stentoft (Eur. J. Oper. Res., 2021)

Lower bounds for American option prices with control variates. - François-Michel Boire; R. Mark Reesor; Lars Stentoft (Oper. Res. Lett., 2023)