LSMRealOptions: Value American and Real Options Through LSM Simulation

Thomas Aspinall* (Developer), Adrian Gepp, Geoffrey Harris, Simone Kelly, Colette Southam, Bruce J Vanstone

*Corresponding author for this work

Research output: Non-textual formSoftwareResearch

Fingerprint

Dive into the research topics of 'LSMRealOptions: Value American and Real Options Through LSM Simulation'. Together they form a unique fingerprint.

Business & Economics