|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...|
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