Package: multiAssetOptions 0.1-2

multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

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

Authors:Michael Eichenberger and Carlo Rosa

multiAssetOptions_0.1-2.tar.gz
multiAssetOptions_0.1-2.zip(r-4.5)multiAssetOptions_0.1-2.zip(r-4.4)multiAssetOptions_0.1-2.zip(r-4.3)
multiAssetOptions_0.1-2.tgz(r-4.4-any)multiAssetOptions_0.1-2.tgz(r-4.3-any)
multiAssetOptions_0.1-2.tar.gz(r-4.5-noble)multiAssetOptions_0.1-2.tar.gz(r-4.4-noble)
multiAssetOptions_0.1-2.tgz(r-4.4-emscripten)multiAssetOptions_0.1-2.tgz(r-4.3-emscripten)
multiAssetOptions.pdf |multiAssetOptions.html✨
multiAssetOptions/json (API)

# Install 'multiAssetOptions' in R:
install.packages('multiAssetOptions', repos = c('https://mike4358.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 5 scripts 176 downloads 5 exports 2 dependencies

Last updated 4 years agofrom:4d205e9c5a. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 13 2024
R-4.5-winOKNov 13 2024
R-4.5-linuxOKNov 13 2024
R-4.4-winOKNov 13 2024
R-4.4-macOKNov 13 2024
R-4.3-winOKNov 13 2024
R-4.3-macOKNov 13 2024

Exports:matrixFDMmultiAssetOptionnodeSpacerpayoffplotOptionValues

Dependencies:latticeMatrix