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... |

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