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multiAssetOptions - MaRDI portal

multiAssetOptions

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Software:127588

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CRANmultiAssetOptionsMaRDI QIDQ127588

Finite Difference Method for Multi-Asset Option Valuation

Michael Eichenberger

Last update: 20 April 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1-2

This page was built for software: multiAssetOptions

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