LSMonteCarlo
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Software:51884
swMATH36182CRANLSMonteCarloMaRDI QIDQ51884
American options pricing with Least Squares Monte Carlo method
Last update: 23 September 2013
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.0
Source code repository: https://github.com/cran/LSMonteCarlo
This page was built for software: LSMonteCarlo
