To cite package ‘multiAssetOptions’ in publications use:

Eichenberger M, Rosa C (2021). multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation. R package version 0.1-2, https://CRAN.R-project.org/package=multiAssetOptions.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {multiAssetOptions: Finite Difference Method for
      Multi-Asset Option Valuation},
    author = {Michael Eichenberger and Carlo Rosa},
    year = {2021},
    note = {R package version 0.1-2},
    url = {https://CRAN.R-project.org/package=multiAssetOptions},
  }