Specify basket stock structure using Longstaff-Schwartz model
creates a basket stock structure.BasketStockSpec
= basketstockspec(Sigma
,AssetPrice
,Quantity
,Correlation
)
specifies options using one or more name-value pair arguments in addition to the
input arguments in the previous syntax.BasketStockSpec
= basketstockspec(___,Name,Value
)
basketbyju
| basketbyls
| basketsensbyju
| basketsensbyls
| intenvset
| stockspec