multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

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

Install the latest version of this package by entering the following in R:
install.packages("multiAssetOptions")
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

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