[R-SIG-Finance] American basket options

[Moshe Olshansky]

Hello,

Is there any R code which allows to calculate the
price of an American basket option (option on a price
of a portfolio)? 
If yes, are there any references to how accurate these
calculations are? 
If no, can anybody recommend a relatively easy to use
software doing this?

Are there any non Monte Carlo methods to compute (even
roughly) the price on an American basket put option on
a portfolio of 10 dividend paying stocks with 6 months
maturity?

Thank you in advance,

Moshe.