Man pages for LSMonteCarlo
American options pricing with Least Squares Monte Carlo method
| AmerPutLSM | Calculating the price of plain vanilla American put |
| AmerPutLSM_AV | Pricing plain vanilla American put with Antithetic Variates |
| AmerPutLSM_CV | Pricing plain vanilla American put with Control Variates |
| AmerPutLSMPriceSurf | Deriving a table of American put prices at different... |
| AsianAmerPutLSM | Calculating the price of Asian American put |
| AsianAmerPutLSMPriceSurf | Deriving a table of Asian American put prices at different... |
| EuPutBS | Black & Scholes solution for European put and call |
| fastGBM | Generating Geometric Brownian motion |
| firstValueRow | Returning the first >0 value in each row of a matrix |
| LSMonteCarlo-package | American options pricing with Least Squares Monte Carlo... |
| price | Extracting price from the pricing functions outputs |
| QuantoAmerPutLSM | Calculating the price of Quanto American put |
| QuantoAmerPutLSM_AV | Pricing Quanto American put with Antithetic Variates |
| QuantoAmerPutLSMPriceSurf | Deriving a table of Quanto American put prices at different... |
