[R] Solve PDE with initial and boundary conditions in R

[Berend Hasselman]

On 30-11-2013, at 11:42, Tom O'Brien <tomfabtastic at hotmail.com> wrote:

> Hi,I am trying to port the Matlab code in the link below to R: http://en.literateprograms.org/Asian_Option_Pricing_(MATLAB)This code solves a PDE with initial and boundary conditions.Could anyone point me in the right direction in terms of what packages I should use ?Best Regards,Tom 	


See the task view “Differential Equations” on CRAN: http://cran.r-project.org/web/views/DifferentialEquations.html

Berend

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