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This repo focuses on LSMC option pricing in Julia

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Name		Name	Last commit message	Last commit date
Latest commit History 8 Commits
AZ_LSMC_options.jl		AZ_LSMC_options.jl
AZ_vec.jl		AZ_vec.jl
README.md		README.md
alvrg.jl		alvrg.jl

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LSMC-Option-Pricing-in-Julia

This repo focuses on LSMC option pricing in Julia

See discussion on discourse: https://discourse.julialang.org/t/julia-slower-than-matlab-python/33128/55

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This repo focuses on LSMC option pricing in Julia

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