| Refining the Least Squares Monte Carlo Method by Imposing Structure P Letourneau, L Stentoft Quantitative Finance 14 (3), 495-507, 2014 | 27 | 2014 |
| Investors’ Reaction to the Government Credibility Problem: A Real Option Analysis of Emission Permit Policy Risk SB Kang, P Letourneau | 23* | |
| Bootstrapping the early exercise boundary in the least-squares monte carlo method P Létourneau, L Stentoft Journal of Risk and Financial Management 12 (4), 190, 2019 | 7 | 2019 |
| Simulated Greeks for American Options P Létourneau, L Stentoft Available at SSRN 3503889, 2019 | 3* | 2019 |
| Is it still economic to build a new coal-fired power plant in the US? A real option analysis SB Kang, P Létourneau, SX Sala Applied Economics Letters 26 (9), 736-740, 2019 | 2 | 2019 |
| Efficient Pricing of Large Panels of Options P Letourneau, L Stentoft Available at SSRN 4094237, 2022 | 1 | 2022 |
| Exercising Real Options Sooner or Later? New Insights from Quantile-Preserving Spreads on how to Hasten or Delay Exercise SB Kang, P Letourneau New Insights from Quantile-Preserving Spreads on how to Hasten or Delay …, 2021 | | 2021 |
| An Improved Estimation Method for a Family of GARCH Models P Létourneau The Journal of Derivatives 27 (1), 67-91, 2019 | | 2019 |
| Unspanned risk factors in the Cap volatility surface: a non-linear approach. P Létourneau, P Valéry | | 2013 |
Lars StentoftAssociate Professor, Department of Economics, University of Western OntarioVerified email at uwo.ca
