R: American options pricing with Least Squares Monte Carlo method

# American options pricing with Least Squares Monte Carlo method

## Documentation for package ‘LSMonteCarlo’ version 1.0

- DESCRIPTION file

## Help Pages

LSMonteCarlo-package | American options pricing with Least Squares Monte Carlo method
AmerPutLSM | Calculating the price of plain vanilla American put
AmerPutLSMPriceSurf | Deriving a table of American put prices at different volatilities and strikes
AmerPutLSM_AV | Pricing plain vanilla American put with Antithetic Variates
AmerPutLSM_CV | Pricing plain vanilla American put with Control Variates
AsianAmerPutLSM | Calculating the price of Asian American put
AsianAmerPutLSMPriceSurf | Deriving a table of Asian American put prices at different volatilities and strikes
EuCallBS | Black & Scholes solution for European put and call
EuPutBS | Black & Scholes solution for European put and call
fastGBM | Generating Geometric Brownian motion
firstValueRow | Returning the first >0 value in each row of a matrix
LSMonteCarlo | American options pricing with Least Squares Monte Carlo method
plot.PriceSurface | Deriving a table of American put prices at different volatilities and strikes
price | Extracting price from the pricing functions outputs
print.AmerPut | Calculating the price of plain vanilla American put
print.AmerPutAV | Pricing plain vanilla American put with Antithetic Variates
print.AmerPutCV | Pricing plain vanilla American put with Control Variates
print.AsianAmerPut | Calculating the price of Asian American put
print.QuantoAmerPut | Calculating the price of Quanto American put
print.QuantoAmerPut_AV | Pricing Quanto American put with Antithetic Variates
QuantoAmerPutLSM | Calculating the price of Quanto American put
QuantoAmerPutLSMPriceSurf | Deriving a table of Quanto American put prices at different volatilities and strikes
QuantoAmerPutLSM_AV | Pricing Quanto American put with Antithetic Variates
summary.AmerPut | Calculating the price of plain vanilla American put
summary.AmerPutAV | Pricing plain vanilla American put with Antithetic Variates
summary.AmerPutCV | Pricing plain vanilla American put with Control Variates
summary.AsianAmerPut | Calculating the price of Asian American put
summary.PriceSurface | Deriving a table of American put prices at different volatilities and strikes
summary.QuantoAmerPut | Calculating the price of Quanto American put
summary.QuantoAmerPut_AV | Pricing Quanto American put with Antithetic Variates