multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

Efficient finite difference method for valuing European and American multi-asset options.

Version: 0.1-2
Imports: Matrix, graphics
Published: 2021-04-20
DOI: 10.32614/CRAN.package.multiAssetOptions
Author: Michael Eichenberger and Carlo Rosa
Maintainer: Michael Eichenberger <mike.eichenberger at>
License: GPL-2 | GPL-3
NeedsCompilation: no
CRAN checks: multiAssetOptions results


Reference manual: multiAssetOptions.pdf


Package source: multiAssetOptions_0.1-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): multiAssetOptions_0.1-2.tgz, r-oldrel (arm64): multiAssetOptions_0.1-2.tgz, r-release (x86_64): multiAssetOptions_0.1-2.tgz, r-oldrel (x86_64): multiAssetOptions_0.1-2.tgz
Old sources: multiAssetOptions archive


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