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Fast Kalman Filtering Through Sequential Processing
Value American and Real Options Through LSM Simulation
N-Factor Commodity Pricing Through Term Structure Estimation
Co-authored Packages
3 packages
| Package | Version |
|---|---|
| FKF.SP | 0.3.4 |
| NFCP | 1.2.2 |
| LSMRealOptions | 0.2.1 |