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LSMRealOptions - MaRDI portal

LSMRealOptions (Q114729)

From MaRDI portal
Value American and Real Options Through LSM Simulation
Language Label Description Also known as
English
LSMRealOptions
Value American and Real Options Through LSM Simulation

    Statements

    instance of
    R package
    0 references
    last update
    26 June 2021
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    software version identifier
    0.2.1
    publication date
    26 June 2021
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    author
    Thomas Aspinall
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    Adrian Gepp
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    Geoff Harris
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    Simone Kelly
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    Colette Southam
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    Bruce Vanstone
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    imports
    stats
    0 references
    programmed in
    R
    0 references
    depends on software
    R
    0 references
     
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