Price Using Monte Carlo Simulation

Price spread, Asian, and vanilla options using Monte Carlo simulation with Longstaff-Schwartz option pricing model

The Longstaff-Schwartz Least Squares approach is used to estimate the expected payoff of the American option type which allows for early exercise.

Functions

`spreadbyls`	Price European or American spread options using Monte Carlo simulations
`spreadsensbyls`	Calculate price and sensitivities for European or American spread options using Monte Carlo simulations

`barrierbyls`	Price European or American barrier options using Monte Carlo simulations
`barriersensbyls`	Calculate price and sensitivities for European or American barrier options using Monte Carlo simulations

`dblbarrierbybls`	Price European double barrier options using Black-Scholes option pricing model
`dblbarriersensbybls`	Calculate prices and sensitivities for European double barrier options using Black-Scholes option pricing model

`asianbyls`	Price European or American Asian options using Monte Carlo simulations
`asiansensbyls`	Calculate price and sensitivities for European or American Asian options using Monte Carlo simulations

`lookbackbyls`	Price European or American lookback options using Monte Carlo simulations
`lookbacksensbyls`	Calculate price and sensitivities for European or American lookback options using Monte Carlo simulations

`optstockbyls`	Price European, Bermudan, or American vanilla options using Monte Carlo simulations
`optstocksensbyls`	Calculate price and sensitivities for European, Bermudan, or American vanilla options using Monte Carlo simulations