Lars Stentoft

1.0k total citations
66 papers, 638 citations indexed

About

Lars Stentoft is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Lars Stentoft has authored 66 papers receiving a total of 638 indexed citations (citations by other indexed papers that have themselves been cited), including 56 papers in Finance, 31 papers in Economics and Econometrics and 11 papers in General Economics, Econometrics and Finance. Recurrent topics in Lars Stentoft's work include Stochastic processes and financial applications (48 papers), Financial Risk and Volatility Modeling (34 papers) and Capital Investment and Risk Analysis (15 papers). Lars Stentoft is often cited by papers focused on Stochastic processes and financial applications (48 papers), Financial Risk and Volatility Modeling (34 papers) and Capital Investment and Risk Analysis (15 papers). Lars Stentoft collaborates with scholars based in Canada, Denmark and United States. Lars Stentoft's co-authors include Jeroen V.K. Rombouts, M. Martin Boyer, Jean‐Guy Simonato, Michel Denault, Francesco Violante, Lars Skipper, Pascal François, Morten Ørregaard Nielsen, Svend Hylleberg and Sha Wang and has published in prestigious journals such as Management Science, European Journal of Operational Research and Journal of Econometrics.

In The Last Decade

Lars Stentoft

61 papers receiving 609 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Lars Stentoft Canada	12	539	283	94	90	83	66	638
Jean‐Guy Simonato Canada	17	984 1.8×	430 1.5×	182 1.9×	93 1.0×	100 1.2×	51	1.1k
Jacques F. Carriére Canada	9	376 0.7×	182 0.6×	65 0.7×	199 2.2×	118 1.4×	24	607
Rudi Zagst Germany	12	396 0.7×	227 0.8×	49 0.5×	88 1.0×	146 1.8×	109	540
San‐Lin Chung Taiwan	15	676 1.3×	397 1.4×	82 0.9×	70 0.8×	113 1.4×	53	784
Miloš Kopa Czechia	15	342 0.6×	228 0.8×	83 0.9×	94 1.0×	429 5.2×	52	706
Thorsten Rheinländer United Kingdom	10	514 1.0×	281 1.0×	62 0.7×	115 1.3×	186 2.2×	28	629
Jean‐Luc Prigent France	14	502 0.9×	352 1.2×	42 0.4×	150 1.7×	193 2.3×	71	687
Rolf Poulsen Denmark	13	380 0.7×	167 0.6×	73 0.8×	81 0.9×	59 0.7×	43	465
A. G. Z. Kemna Netherlands	5	663 1.2×	279 1.0×	77 0.8×	57 0.6×	57 0.7×	7	732
Ren‐Raw Chen United States	16	1.2k 2.2×	364 1.3×	393 4.2×	74 0.8×	83 1.0×	74	1.3k

Countries citing papers authored by Lars Stentoft

Since Specialization

Citations

This map shows the geographic impact of Lars Stentoft's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lars Stentoft with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lars Stentoft more than expected).

Fields of papers citing papers by Lars Stentoft

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lars Stentoft. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lars Stentoft. The network helps show where Lars Stentoft may publish in the future.

Co-authorship network of co-authors of Lars Stentoft

This figure shows the co-authorship network connecting the top 25 collaborators of Lars Stentoft. A scholar is included among the top collaborators of Lars Stentoft based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lars Stentoft. Lars Stentoft is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Stentoft, Lars, et al.. (2024). The shifted GARCH model with affine variance: Applications in pricing. Finance research letters. 71. 106371–106371. 3 indexed citations

Stentoft, Lars, et al.. (2023). Intraday Stock Predictability Everywhere. SSRN Electronic Journal.

Escobar, Marcos, et al.. (2023). Setting the VIX Free: A Generalized Affine GARCH Model. SSRN Electronic Journal. 1 indexed citations

Stentoft, Lars, et al.. (2023). Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing. International Review of Financial Analysis. 87. 102622–102622. 1 indexed citations

Stentoft, Lars, et al.. (2021). Efficient Variance Reduction with Least-Squares Monte Carlo Pricing. SSRN Electronic Journal. 1 indexed citations

François, Pascal & Lars Stentoft. (2021). Smile‐implied hedging with volatility risk. Journal of Futures Markets. 41(8). 1220–1240. 6 indexed citations

Stentoft, Lars, et al.. (2019). Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method. SSRN Electronic Journal. 1 indexed citations

Simonato, Jean‐Guy & Lars Stentoft. (2015). Which pricing approach for options under GARCH with non-normal innovations?. RePEc: Research Papers in Economics. 6 indexed citations

Rombouts, Jeroen V.K., Lars Stentoft, & Francesco Violante. (2014). The Value of Multivariate Model Sophistication:An Application to Pricing Dow Jones Industrial Avarage Options. CBS Research Portal (Copenhagen Business School). 10 indexed citations

10.

Stentoft, Lars, et al.. (2014). Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models. CBS Research Portal (Copenhagen Business School). 11 indexed citations

11.

Stentoft, Lars. (2012). American Option Pricing Using Simulation: An Introduction with an Application to the GARCH Option Pricing Model. SSRN Electronic Journal. 3 indexed citations

12.

Boyer, M. Martin, et al.. (2012). Pricing Survivor Forwards and Swaps in Incomplete Markets Using Simulation Techniques. CBS Research Portal (Copenhagen Business School). 2012(1). 69–87. 1 indexed citations

13.

Rombouts, Jeroen V.K. & Lars Stentoft. (2010). Multivariate Option Pricing with Time Varying Volatility and Correlations. SSRN Electronic Journal. 8 indexed citations

14.

Rombouts, Jeroen V.K. & Lars Stentoft. (2010). Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models. SSRN Electronic Journal. 8 indexed citations

15.

Rombouts, Jeroen V.K. & Lars Stentoft. (2010). Multivariate Option Pricing with Time Varying Volatility and Correlations. SSRN Electronic Journal. 1 indexed citations

16.

Stentoft, Lars. (2008). American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution. SSRN Electronic Journal. 4 indexed citations

17.

Stentoft, Lars. (2008). Option Pricing Using Realized Volatility. SSRN Electronic Journal. 5 indexed citations

18.

Stentoft, Lars. (2007). American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution. SSRN Electronic Journal. 14 indexed citations

19.

Stentoft, Lars. (2005). Pricing American options when the underlying asset follows GARCH processes. Journal of Empirical Finance. 12(4). 576–611. 51 indexed citations

20.

Hylleberg, Svend, et al.. (2001). Seasonality in Economic Models. SSRN Electronic Journal. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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