Finite Difference Method for Multi-Asset Option Valuation
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Documentation for package ‘multiAssetOptions’ version 0.1-2
Help Pages
| multiAssetOptions-package | Finite Difference Method for Multi-Asset Option Valuation |
| matrixFDM | Finite Difference Matrix Generator |
| multiAssetOption | Finite Difference Method for Multi-Asset Option Valuation |
| multiAssetOptions | Finite Difference Method for Multi-Asset Option Valuation |
| nodeSpacer | Non-Uniform Finite Difference Node Spacer |
| payoff | Multi-Asset Option Payoff Calculator |
| plotOptionValues | Plot Option Values Over Time |