LSMonteCarlo (Q51884)

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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

    instance of
    R package
    0 references
    last update
    23 September 2013
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    software version identifier
    1.0
    publication date
    23 September 2013
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    author
    Mikhail A. Beketov
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    depends on software
    stats
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    utils
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    graphics
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    mvtnorm
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    fBasics
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    grDevices
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    programmed in
    R
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    Identifiers

    swMATH work ID
    36182
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    CRAN project
    LSMonteCarlo
    0 references
     
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