LSMRealOptions

MaRDI QIDQ114729CRANFDO

Authors Thomas Aspinall, Adrian Gepp, Geoff Harris, Simone Kelly, Colette Southam, Bruce Vanstone

Last update 26 June 2021

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.1

Cites work

• Valuing American Options by Simulation: A Simple Least-Squares Approach

Cited in

(1)

• NFCP

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