lsmc

There are 0 repository under lsmc topic.

AlbertLin0327 / Least-Square-Monte-Carlo
A Program to calculate the price of American put or call option with Least Square Monte Carlo
least-squares-monte-carlo american-options lsmc mathematical-finance financial-analysis option-pricing monte-carlo
Language:Python 12
ngokchaoho / Least-Square-Monte-Carlo
Implement either Least Square Monte Carlo (LSMC) method to price American put options
american-put-option lsmc
Language:R 7
PatrickvanEwijk / UpperboundApproachesDuality
Comparative Analysis of Dual Algorithms for high-dimensional Stopping Problems
american-options duality-theory extreme-learning-machine fractional-brownian-motion lsmc upperbound optimal-stopping
Language:Jupyter Notebook 2