Fast Kalman Filtering using Sequential ProcessingUpdated 2 years ago

Thomas Aspinall

Rendered from FKFSP.Rmd in FKF.SP 0.3.3.
Modeling, Forecasting and Simulating Commodity Prices through Term Structure Estimation using Kalman Filtering: The R Package 'NFCP'Updated 3 years ago

Thomas Aspinall

Rendered from NFCP.Rmd in NFCP 1.2.1.
Valuing American and Real Options Through Least-Squares Monte Carlo SimulationUpdated 3 years ago

Thomas Aspinall

Rendered from LSMRealOptions.Rmd in LSMRealOptions 0.2.1.