To cite package ‘LSMonteCarlo’ in publications use:

Beketov MA (2013). LSMonteCarlo: American options pricing with Least Squares Monte Carlo method. R package version 1.0, https://CRAN.R-project.org/package=LSMonteCarlo.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {LSMonteCarlo: American options pricing with Least Squares
      Monte Carlo method},
    author = {Mikhail A. Beketov},
    year = {2013},
    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=LSMonteCarlo},
  }