LSMonteCarlo (Q51884)

From MaRDI portal
Revision as of 21:59, 5 March 2024 by Import240305080343 (talk | contribs) (Added link to MaRDI item.)
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
    0 references
    software version identifier
    1.0
    publication date
    23 September 2013
    0 references
    author
    Mikhail A. Beketov
    0 references
    depends on software
    stats
    0 references
    utils
    0 references
    graphics
    0 references
    mvtnorm
    0 references
    fBasics
    0 references
    grDevices
    0 references
    programmed in
    R
    0 references

    Identifiers

    swMATH work ID
    36182
    0 references
    CRAN project
    LSMonteCarlo
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q51884&oldid=29527784"
    Powered by MediaWiki