Package: multiAssetOptions
Type: Package
Title: Finite Difference Method for Multi-Asset Option Valuation
Version: 0.1-1
Date: 2015-01-31
Author: Michael Eichenberger and Carlo Rosa
Maintainer: Michael Eichenberger <mike.eichenberger@gmail.com>
Depends: Matrix
Description: Efficient finite difference method for valuing European and American multi-asset options.
License: GPL-2 | GPL-3
Packaged: 2015-01-31 08:40:36 UTC; Mike
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-01-31 11:39:28
Built: R 3.5.3; ; 2020-04-22 05:57:09 UTC; windows
