LSMonteCarlo
cranv1.0American options pricing with Least Squares Monte Carlo method. The package compiles functions for calculating prices of American put options with Least Squares Monte Carlo method. The option types are plain vanilla American put, Asian American put, and Quanto American put. The pricing algorithms include variance reduction techniques such as Antithetic Variates
License GPL-3strong copyleft4 versions1 maintainers6 deps80 weekly dl
https://CRAN.R-project.org/package=LSMonteCarlo42
/ 100
Health
safe to use
[email protected] is safe to use (health: 42/100)
Health breakdown0 – 100
0/25
maintenance
0/20
popularity
25/25
security
15/15
maturity
2/15
community
Vulnerabilities
0
none known
Health History
Dependency Tree
License Audit
API access
Get this data programmatically — free, no authentication.
curl https://depscope.dev/api/check/cran/LSMonteCarloFirst published · 2013-09-23 17:07:45
Last updated · 2013-09-23T23:07:43+00:00