Fast Kalman Filtering using Sequential ProcessingUpdated 4 years ago

Thomas Aspinall

Rendered from FKFSP.Rmd in FKF.SP 0.3.4.
Modeling, Forecasting and Simulating Commodity Prices through Term Structure Estimation using Kalman Filtering: The R Package 'NFCP'Updated 4 years ago

Thomas Aspinall

Rendered from NFCP.Rmd in NFCP 1.2.2.
Valuing American and Real Options Through Least-Squares Monte Carlo SimulationUpdated 5 years ago

Thomas Aspinall

Rendered from LSMRealOptions.Rmd in LSMRealOptions 0.2.1.