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: 2021-04-20 14:27:41 UTC; mike
Repository: CRAN
Date/Publication: 2021-04-20 14:50:07 UTC
Built: R 4.6.0; ; 2026-04-27 11:09:08 UTC; unix
