Monte Carlo Option Pricing Algorithms for Jump Diffusion Models
with Correlational Companies
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Documentation for package ‘Jdmbs’ version 1.4
Help Pages
| data | correlation coefficients between all pair companies |
| jdm_bs | A Monte Carlo Option Pricing Algorithm for Jump Diffusion Model |
| jdm_new_bs | A Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlational Companies |
| normal_bs | A Normal Monte Carlo Option Pricing Algorithm |