multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation
Version 0.1-1

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

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AuthorMichael Eichenberger and Carlo Rosa
Date of publication2015-01-31 11:39:28
MaintainerMichael Eichenberger <mike.eichenberger@gmail.com>
LicenseGPL-2 | GPL-3
Version0.1-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("multiAssetOptions")

Man pages

matrixFDM: Finite Difference Matrix Generator
multiAssetOption: Finite Difference Method for Multi-Asset Option Valuation
multiAssetOptions-package: Finite Difference Method for Multi-Asset Option Valuation
nodeSpacer: Non-Uniform Finite Difference Node Spacer
payoff: Multi-Asset Option Payoff Calculator
plotOptionValues: Plot Option Values Over Time

Functions

matrixFDM Man page Source code
multiAssetOption Man page Source code
multiAssetOptions Man page
multiAssetOptions-package Man page
nodeSpacer Man page Source code
payoff Man page Source code
plotOptionValues Man page Source code

Files

inst
inst/doc
inst/doc/multiAssetOptions-manual.pdf
NAMESPACE
R
R/plotOptionValues.R
R/multiAssetOption.R
R/matrixFDM.R
R/payoff.R
R/nodeSpacer.R
MD5
DESCRIPTION
man
man/payoff.Rd
man/multiAssetOption.Rd
man/multiAssetOptions-package.Rd
man/matrixFDM.Rd
man/nodeSpacer.Rd
man/plotOptionValues.Rd
multiAssetOptions documentation built on May 19, 2017, 6:48 a.m.