longstaff_schwartz package¶
Submodules¶
longstaff_schwartz.algorithm module¶
longstaff_schwartz.binomial module¶
longstaff_schwartz.cli module¶
longstaff_schwartz.regression_basis module¶
longstaff_schwartz.stochastic_process module¶
Module contents¶
A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights and American options.