| 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: |
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)