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multiAssetOptions  

Finite Difference Method for Multi-Asset Option Valuation
View on CRAN: Click here


Download and install multiAssetOptions package within the R console
Install from CRAN:
install.packages("multiAssetOptions")

Install from Github:
library("remotes")
install_github("cran/multiAssetOptions")

Install by package version:
library("remotes")
install_version("multiAssetOptions", "0.1-2")



Attach the package and use:
library("multiAssetOptions")
Maintained by
Michael Eichenberger
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-01-31
Latest Update: 2021-04-20
Description:
Efficient finite difference method for valuing European and American multi-asset options.
How to cite:
Michael Eichenberger (2015). multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation. R package version 0.1-2, https://cran.r-project.org/web/packages/multiAssetOptions. Accessed 01 Jul. 2026.
Previous versions and publish date:
0.1-1 (2015-01-31 11:39)
Other packages that cited multiAssetOptions R package
View multiAssetOptions citation profile
Other R packages that multiAssetOptions depends, imports, suggests or enhances
Complete documentation for multiAssetOptions
Functions, R codes and Examples using the multiAssetOptions R package
Some associated functions: matrixFDM . multiAssetOption . multiAssetOptions-package . nodeSpacer . payoff . plotOptionValues . 
Some associated R codes: matrixFDM.R . multiAssetOption.R . nodeSpacer.R . payoff.R . plotOptionValues.R .  Full multiAssetOptions package functions and examples
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