Go to Deriscope's documentation start page


"Model[Multi Asset Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Multi Asset Option.
The pricing succeeds by any of 5 different methods listed in
Model[Multi Asset 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.