LSMonteCarlo (Q51884): Difference between revisions

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Property / source code repository: https://github.com/cran/LSMonteCarlo / rank
 
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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
Timestamp+2021-01-18T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0

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

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    23 September 2013
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    1.0
    23 September 2013
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