# AsianAmerPutLSMPriceSurf: Deriving a table of Asian American put prices at different... In LSMonteCarlo: American options pricing with Least Squares Monte Carlo method

## Description

The function calculates the prices at different volatilities and strikes using the `AsianAmerPutLSM` function.

## Usage

 ```1 2``` ```AsianAmerPutLSMPriceSurf(Spot = 1, vols = (seq(0.1, 2, 0.1)), n = 1000, m = 365, strikes = (seq(0.5, 2.5, 0.1)), r = 0.06, dr = 0, mT = 1) ```

## Arguments

 `Spot` Spot price of the underlying asset (e.g. stock). `vols` Sequence of volatilities. `n` Number of paths simulated. `m` Number of time steps in the simulation. `strikes` Sequence of strikes. `r` Interest rate of the numeraire currency (e.g. EUR). `dr` Dividend rate of the underlying asset. `mT` Maturity time (years).

## Value

The function returns an object of the class PriceSurface that is a matrix of prices at different volatilities and strikes. Class-specific `summary` function gives the sequences of volatilities and strikes used, as well as maximum, minimum, and average prices. Class-specific `plot` function constructs a 3-D plot of the price surface.

## Author(s)

Mikhail A. Beketov

Functions: `AsianAmerPutLSM`, `summary.PriceSurface`, `plot.PriceSurface`, `AmerPutLSMPriceSurf`, and `QuantoAmerPutLSMPriceSurf`.
 ```1 2 3 4``` ```surface<-AsianAmerPutLSMPriceSurf(vols = (seq(0.1, 1.5, 0.2)), n=200, m=10, strikes = (seq(0.5, 1.9, 0.2))) summary(surface) plot(surface, color = divPalette(150, "RdBu")) ```