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 |
| Reference manual: | multiAssetOptions.html , multiAssetOptions.pdf |
| 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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