[R-SIG-Finance] Financial Basket Options

MAB MichelBeck at sbcglobal.Net
Mon Jan 14 16:13:52 CET 2008


Hi!

I am looking for R code to price a multiple asset basket option.
So far I only found a 2 asset pricer (in the R-metrics packafe fExoticOption).
Where could I find some code for at least 4 assets?

Thank you,

Michel Beck



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