API for LSMonteCarlo
American options pricing with Least Squares Monte Carlo method
| Global functions | |
|---|---|
| AmerPutLSM | Man page |
| AmerPutLSMPriceSurf | Man page Source code |
| AmerPutLSM_AV | Man page |
| AmerPutLSM_CV | Man page |
| AsianAmerPutLSM | Man page |
| AsianAmerPutLSMPriceSurf | Man page Source code |
| EuCallBS | Man page |
| EuPutBS | Man page |
| LSMonteCarlo | Man page |
| LSMonteCarlo-package | Man page |
| QuantoAmerPutLSM | Man page Source code |
| QuantoAmerPutLSMPriceSurf | Man page Source code |
| QuantoAmerPutLSM_AV | Man page Source code |
| fastGBM | Man page Source code |
| firstValueRow | Man page Source code |
| plot.PriceSurface | Man page Source code |
| price | Man page Source code |
| print.AmerPut | Man page Source code |
| print.AmerPutAV | Man page Source code |
| print.AmerPutCV | Man page Source code |
| print.AsianAmerPut | Man page Source code |
| print.QuantoAmerPut | Man page Source code |
| print.QuantoAmerPut_AV | Man page Source code |
| summary.AmerPut | Man page Source code |
| summary.AmerPutAV | Man page Source code |
| summary.AmerPutCV | Man page Source code |
| summary.AsianAmerPut | Man page Source code |
| summary.PriceSurface | Man page Source code |
| summary.QuantoAmerPut | Man page Source code |
| summary.QuantoAmerPut_AV | Man page Source code |
