multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

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

Version: 0.1-1
Depends: Matrix
Published: 2015-01-31
Author: Michael Eichenberger and Carlo Rosa
Maintainer: Michael Eichenberger <mike.eichenberger at gmail.com>
License: GPL-2 | GPL-3
NeedsCompilation: no
CRAN checks: multiAssetOptions results

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Reference manual: multiAssetOptions.pdf
Package source: multiAssetOptions_0.1-1.tar.gz
Windows binaries: r-devel: multiAssetOptions_0.1-1.zip, r-release: multiAssetOptions_0.1-1.zip, r-oldrel: multiAssetOptions_0.1-1.zip
OS X El Capitan binaries: r-release: multiAssetOptions_0.1-1.tgz
OS X Mavericks binaries: r-oldrel: multiAssetOptions_0.1-1.tgz

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