LSMonteCarlo (Q51884): Difference between revisions
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Created a new Item: #quickstatements; #temporary_batch_1641332237170 |
Swh import (talk | contribs) SWHID from Software Heritage |
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American options pricing with Least Squares Monte Carlo method | |||||||||||||||
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| Property / instance of: R package / rank | |||||||||||||||
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| Property / last update | |||||||||||||||
23 September 2013
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| Property / last update: 23 September 2013 / rank | |||||||||||||||
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| Property / software version identifier | |||||||||||||||
1.0 | |||||||||||||||
| Property / software version identifier: 1.0 / rank | |||||||||||||||
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| Property / software version identifier: 1.0 / qualifier | |||||||||||||||
publication date: 23 September 2013
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| Property / author | |||||||||||||||
| Property / author: Mikhail A. Beketov / rank | |||||||||||||||
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| Property / maintained by | |||||||||||||||
| Property / maintained by: Mikhail A. Beketov / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: stats / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: utils / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: graphics / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: mvtnorm / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: fBasics / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: grDevices / rank | |||||||||||||||
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| Property / CRAN project | |||||||||||||||
| Property / CRAN project: LSMonteCarlo / rank | |||||||||||||||
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| Property / programmed in | |||||||||||||||
| Property / programmed in: R / rank | |||||||||||||||
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| Property / MaRDI profile type | |||||||||||||||
| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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| Property / source code repository | |||||||||||||||
| Property / source code repository: https://github.com/cran/LSMonteCarlo / rank | |||||||||||||||
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| Property / Software Heritage ID | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:2877401068975c1ed236c2cbdcb67fcbdcea43f9 / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:2877401068975c1ed236c2cbdcb67fcbdcea43f9 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:2877401068975c1ed236c2cbdcb67fcbdcea43f9 / qualifier | |||||||||||||||
point in time: 18 January 2021
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| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 01:48, 22 March 2024
American options pricing with Least Squares Monte Carlo method
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LSMonteCarlo |
American options pricing with Least Squares Monte Carlo method |
Statements
23 September 2013
0 references
