Man pages for LSMRealOptions
Value American and Real Options Through LSM Simulation
| GBM_simulate | Simulate the geometric Brownian motion (GBM) stochastic... |
| GOU_simulate | Simulate the geometric Ornstein-Uhlenbeck (GOU) stochastic... |
| IGBM_simulate | Simulate the inhomogeneous geometric Brownian motion (IGBM)... |
| LSM_american_option | Value American-style options through least-squares Monte... |
| LSM_real_option | Value capital investment projects through least-squares Monte... |
| LSM_real_option_OF | Value operationally flexible capital investment projects... |
