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)

Peer review:

On CRAN:

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5 exports 1 stars 0.09 score 2 dependencies 5 scripts 194 downloads

Last updated 3 years agofrom:4d205e9c5a. Checks:OK: 7. Indexed: yes.

Exports:matrixFDMmultiAssetOptionnodeSpacerpayoffplotOptionValues

Dependencies:latticeMatrix