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-4.7-any)multiAssetOptions_0.1-2.zip(r-4.6-any)multiAssetOptions_0.1-2.zip(r-4.5-any)
multiAssetOptions_0.1-2.tgz(r-4.6-any)multiAssetOptions_0.1-2.tgz(r-4.5-any)
multiAssetOptions_0.1-2.tar.gz(r-4.7-any)multiAssetOptions_0.1-2.tar.gz(r-4.6-any)
multiAssetOptions_0.1-2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
multiAssetOptions/json (API)

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

On CRAN:

Conda:

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 238 downloads 5 exports 2 dependencies

Last updated from:4d205e9c5a. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK86
source / vignettesOK144
linux-releaseOK102
macos-releaseOK160
macos-oldrelOK196
windows-develOK75
windows-releaseOK75
windows-oldrelOK76
wasm-releaseOK90

Exports:matrixFDMmultiAssetOptionnodeSpacerpayoffplotOptionValues

Dependencies:latticeMatrix