multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

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

Package details

AuthorMichael Eichenberger and Carlo Rosa
MaintainerMichael Eichenberger <[email protected]>
LicenseGPL-2 | GPL-3
Version0.1-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("multiAssetOptions")

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multiAssetOptions documentation built on May 1, 2019, 6:32 p.m.