Other packages > Find by keyword >

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 08 Jun. 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

FluMoDL  
Influenza-Attributable Mortality with Distributed-Lag Models
Functions to estimate the mortality attributable to influenza and temperature, using distributed-la ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
geofacet  
'ggplot2' Faceting Utilities for Geographical Data
Provides geographical faceting functionality for 'ggplot2'. Geographical faceting arranges a sequen ...
Download / Learn more Package Citations See dependency  
ODMeans  
OD-Means: k-Means for Origin-Destination
OD-means is a hierarchical adaptive k-means algorithm based on origin-destination pairs. In the fir ...
Download / Learn more Package Citations See dependency  
penppml  
Penalized Poisson Pseudo Maximum Likelihood Regression
A set of tools that enables efficient estimation of penalized Poisson Pseudo Maximum Likelihood reg ...
Download / Learn more Package Citations See dependency  
AdvBinomApps  
Upper Clopper-Pearson Confidence Limits for Burn-in Studies under Additional Available Information
Functions to compute upper Clopper-Pearson confidence limits of early life failure probabilities and ...
Download / Learn more Package Citations See dependency  

27,372

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA