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LSMonteCarlo - MaRDI portal

LSMonteCarlo (Q51884)

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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
     
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