LSM Monte Carlo for American Options Pricing [Octave Matlab]

Category: Matlab	View Full Details
LSM Monte Carlo for American Options Pricing
Submitter: vanna	Date: 2006/9/2

Description: This file contains code for getting option price based, based on method as described in paper "" by Logstaff & Schwartz Valuing American Options by simulation : A Simple Least-Squares Approach Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
4406 0 bytes Octave Matlab http://quantcode.com/
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Anonymous	Posted: 2013/1/28 1:27 Updated: 2013/2/10 12:47
	LSM Monte Carlo for American Options Pricing I want the program of LSM for american put option pricing. thanks

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