LSMonteCarlo (Q51884): Difference between revisions
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Created a new Item: #quickstatements; #temporary_batch_1641332237170 |
EloiFerrer (talk | contribs) Merged Item from Q157869 |
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| description / en | description / en | ||||||||||||||
American options pricing with Least Squares Monte Carlo method | |||||||||||||||
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| Property / instance of: R package / rank | |||||||||||||||
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| Property / programmed in: R / rank | |||||||||||||||
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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: 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: 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: 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: grDevices / rank | |||||||||||||||
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| Property / CRAN project | |||||||||||||||
| Property / CRAN project: 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: +2021-01-18T14:10:54Z
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Revision as of 11:36, 25 October 2023
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
Identifiers
+2021-01-18T14:10:54Z
0 references
