Re: [R] Solve PDE with initial and boundary conditions in R

2013-11-30 Thread Berend Hasselman
On 30-11-2013, at 11:42, Tom O'Brien 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 w

[R] Solve PDE with initial and boundary conditions in R

2013-11-30 Thread Tom O'Brien
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