Package: multiAssetOptions
Type: Package
Title: Finite Difference Method for Multi-Asset Option Valuation
Version: 0.1-2
Date: 2021-04-20
Author: Michael Eichenberger and Carlo Rosa
Maintainer: Michael Eichenberger <mike.eichenberger@gmail.com>
Imports: Matrix, graphics
Description: Efficient finite difference method for valuing European
        and American multi-asset options.
License: GPL-2 | GPL-3
NeedsCompilation: no
Packaged: 2026-10-05 09:12:49 UTC; root
Repository: https://mike4358.r-universe.dev
Date/Publication: 2021-04-20 13:50:07 UTC
RemoteUrl: https://github.com/cran/multiAssetOptions
RemoteRef: HEAD
RemoteSha: 4d205e9c5a1014d3e257cfefdaa04e232d712d95