| Bias Correction in the Least-Squares Monte Carlo Algorithm FM Boire, RM Reesor, L Stentoft Available at SSRN 4221111, 2023 | 7 | 2023 |
| American option pricing with importance sampling and shifted regressions FM Boire, RM Reesor, L Stentoft Journal of Risk and Financial Management 14 (8), 340, 2021 | 7 | 2021 |
| Monte Carlo Variance Reduction and American Option Exercise Strategies FM Boire, RM Reesor, L Stentoft Available at SSRN 4221136, 2022 | 2 | 2022 |
| Efficient Variance Reduction for American Call Options Using Symmetry Arguments FM Boire, RM Reesor, L Stentoft Journal of Risk and Financial Management 14 (11), 504, 2021 | 2 | 2021 |
| Efficient Variance Reduction with Least-Squares Monte Carlo Pricing FM Boire, RM Reesor, L Stentoft Boire, FM, Reesor, RM, & Stentoft, L.(2021). Efficient Variance Reduction …, 2021 | 1 | 2021 |
| Lower bounds for American option prices with control variates FM Boire, RM Reesor, L Stentoft Operations Research Letters 51 (6), 568-574, 2023 | | 2023 |
| In-sample Lower Bounds for American Option Prices with Optimal Control Variates FM BOIRE, RM REESOR, L STENTOFT | | 2023 |
| Efficiency Improvements in the Least-Squares Monte Carlo Algorithm FM Boire The University of Western Ontario (Canada), 2022 | | 2022 |
| Shaping the future: Policy shocks and the GDP growth distribution FM Boire, T Duprey, A Ueberfeldt Bank of Canada Staff Working Paper, 2021 | | 2021 |
| US House Price Risk: Searching for Heterogeneity Using Panel Quantile Regression FM Boire HEC Montréal, 2017 | | 2017 |
| Modeling Systemic House Price Risk FM Boire, S van Norden | | |
Lars StentoftAssociate Professor, Department of Economics, University of Western OntarioVerified email at uwo.ca
