LSMCall: Least Squares Monte Carlo
In dorianquelle/AdFin: Calculates Option prices
Description
Calculates american option prices via Least Squares alogorithm.
Usage
1
Examples
1
dorianquelle/AdFin documentation built on June 23, 2019, 3:32 a.m.
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Description
Calculates american option prices via Least Squares alogorithm.
Usage
1 |
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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