Efficient finite difference method for valuing European and American multi-asset options.
Version: 0.1-2 Imports: Matrix, graphics Published: 2021-04-20 DOI: 10.32614/CRAN.package.multiAssetOptions 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 Documentation: Reference manual: multiAssetOptions.pdf Downloads: Package source: multiAssetOptions_0.1-2.tar.gz Windows binaries: r-devel: multiAssetOptions_0.1-2.zip, r-release: multiAssetOptions_0.1-2.zip, r-oldrel: multiAssetOptions_0.1-2.zip macOS binaries: r-release (arm64): multiAssetOptions_0.1-2.tgz, r-oldrel (arm64): multiAssetOptions_0.1-2.tgz, r-release (x86_64): multiAssetOptions_0.1-2.tgz, r-oldrel (x86_64): multiAssetOptions_0.1-2.tgz Old sources: multiAssetOptions archive Linking:Please use the canonical form https://CRAN.R-project.org/package=multiAssetOptions to link to this page.
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