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1. longstaff_schwartz longstaff_schwartz Public

   Longstaff-Schwartz algorithm for an American put option including Roger's upper bound

2. finite_diffferences_penalty finite_diffferences_penalty Public

   penalty method for finite differences

3. longstaff_schwartz_improvements longstaff_schwartz_improvements Public

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4. versions versions Public

   Forked from goldingn/versions

   Query and Install Specific Versions of Packages on CRAN

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5. hamming_distance hamming_distance Public

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6. pyrenko pyrenko Public

   Jupyter Notebook 1