R: Value American and Real Options Through LSM Simulation

# Value American and Real Options Through LSM Simulation

## Documentation for package ‘LSMRealOptions’ version 0.2.1

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

GBM_simulate | Simulate the geometric Brownian motion (GBM) stochastic process through Monte Carlo simulation
GOU_simulate | Simulate the geometric Ornstein-Uhlenbeck (GOU) stochastic process through Monte Carlo simulation
IGBM_simulate | Simulate the inhomogeneous geometric Brownian motion (IGBM) stochastic process through Monte Carlo simulation
LSM_american_option | Value American-style options through least-squares Monte Carlo (LSM) simulation
LSM_real_option | Value capital investment projects through least-squares Monte Carlo (LSM) simulation:
LSM_real_option_OF | Value operationally flexible capital investment projects through least-squares Monte Carlo (LSM) simulation: