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multiAssetOptions

Finite Difference Method for Multi-Asset Option Valuation

Efficient finite difference method for valuing European and American multi-asset options.

Versions across snapshots

VersionRepositoryFileSize
0.1-2 rolling linux/jammy R-4.5 multiAssetOptions_0.1-2.tar.gz 150.9 KiB
0.1-2 rolling linux/noble R-4.5 multiAssetOptions_0.1-2.tar.gz 150.8 KiB
0.1-2 rolling source/ R- multiAssetOptions_0.1-2.tar.gz 108.3 KiB
0.1-2 latest linux/jammy R-4.5 multiAssetOptions_0.1-2.tar.gz 150.9 KiB
0.1-2 latest linux/noble R-4.5 multiAssetOptions_0.1-2.tar.gz 150.8 KiB
0.1-2 latest source/ R- multiAssetOptions_0.1-2.tar.gz 108.3 KiB
0.1-2 2026-04-26 source/ R- multiAssetOptions_0.1-2.tar.gz 108.3 KiB
0.1-2 2026-04-23 source/ R- multiAssetOptions_0.1-2.tar.gz 108.3 KiB
0.1-2 2026-04-09 windows/windows R-4.5 multiAssetOptions_0.1-2.zip 154.2 KiB
0.1-2 2025-04-20 source/ R- multiAssetOptions_0.1-2.tar.gz 108.3 KiB

Dependencies (latest)

Imports