mludkov/mlOSP
Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping

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Vignettes
Functions
112
Source code
12
Man pages
55
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mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
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API

API for mludkov/mlOSP
Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping

Global functions
CalcOverhead Man page Source code
batch.adsa Man page Source code
batch.ddsa Man page Source code
batch.mlb Man page Source code
batch.rb Man page Source code
call.payoff Man page Source code
capexp.impulse Man page Source code
cf.absur Man page Source code
cf.csur Man page Source code
cf.el Man page Source code
cf.mcu Man page Source code
cf.smcu Man page Source code
cf.sur Man page Source code
cf.tMSE Man page Source code
digital.put.payoff Man page Source code
find_shift_scale_stats Source code
forest.impulse Man page Source code
forward.impulse.policy Man page Source code
forward.sim.policy Man page Source code
geom.put.payoff Man page Source code
int300_3d Man page
int_2d Man page
lin.impulse Man page Source code
maxi.call.payoff Man page Source code
mini.put.payoff Man page Source code
osp.batch.design Source code
osp.fixed.design Man page Source code
osp.impulse.control Man page Source code
osp.prob.design Man page Source code
osp.probDesign.piecewisebw Man page Source code
osp.seq.batch.design Man page Source code
osp.seq.batch.design.simplified Man page Source code
osp.seq.design Man page Source code
osp.tvr Man page Source code
ospPredict Man page Source code
pegging.alg Man page Source code
plot_style Man page Source code
plt.2d.surf Man page Source code
plt.2d.surf.batch Man page Source code
plt.2d.surf.with.batch Man page Source code
policy.payoff Source code
put.payoff Man page Source code
r.reallocate Man page Source code
shift_scale Source code
sim.bm Man page Source code
sim.expOU.sv Man page Source code
sim.gbm Man page Source code
sim.gbm.asian Man page Source code
sim.gbm.cor Man page Source code
sim.gbm.matrix Man page Source code
sim.gbm.moving.ave Man page Source code
sim.logOU_Discrete Man page Source code
sim.ouExp Man page Source code
sim.price.and.capacity Man page Source code
sv.put.payoff Man page Source code
swing.fixed.design Man page Source code
swing.policy Man page Source code
treeDivide.BW Man page Source code
treeDivide.BW.1d Man page Source code
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.

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