mikhail.beketov@gmx.de
Packages by Mikhail A. Beketov
LSMonteCarlo — 1.0
12 years ago by Mikhail A. Beketov
American options pricing with Least Squares Monte Carlo method
mikhail.beketov@gmx.de
12 years ago by Mikhail A. Beketov
American options pricing with Least Squares Monte Carlo method