Go to Deriscope's documentation start page

Model[MultiAsset_Option]

"Model[MultiAsset Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type MultiAsset Option.
The pricing succeeds by any of 7 different methods listed in
Model[MultiAsset Option]::Pricing Method



The quantities listed in
McSimulation Extra Data are reportable when Monte Carlo Simulation is used.

The quantities listed in
FDVanilla Extra Data are reportable when Finite Differences is used.