multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

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

Version:	0.1-2
Imports:	Matrix, graphics
Published:	2021-04-20
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

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