LSMRealOptions
From MaRDI portal
Software:114729
CRANLSMRealOptionsMaRDI QIDQ114729FDOQ114729
Value American and Real Options Through LSM Simulation
Thomas Aspinall, Colette Southam, Geoff Harris, Simone Kelly, Bruce Vanstone, Adrian Gepp
Last update: 26 June 2021
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.2.1
Cited In (1)
This page was built for software: LSMRealOptions
