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 [[alternative HTML version deleted]]
Berend Hasselman
2013-Nov-30 14:20 UTC
[R] Solve PDE with initial and boundary conditions in R
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,TomSee the task view ?Differential Equations? on CRAN: http://cran.r-project.org/web/views/DifferentialEquations.html Berend> > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.