multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

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

Package overview

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Package details
Author	Michael Eichenberger and Carlo Rosa
Maintainer	Michael Eichenberger <mike.eichenberger@gmail.com>
License	GPL-2 \| GPL-3
Version	0.1-2
Package repository	View 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 April 20, 2021, 5:06 p.m.

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