Jdmbs (1.0)

0 users

Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlation Companies.


Black-Scholes Model [Black (1973) ] is important to calculate option premium in the stock market. And variety of improved models are studied. In this package, I proposed functions in order to calculate normal and new Jump Diffusion Models [Kou (2002) ] by Monte Carlo Method. This package can be used for Computational Finance.

Maintainer: Masashi Okada
Author(s): Masashi Okada [aut, cre]

License: GPL (>= 2)

Uses: igraph, rmarkdown, testthat, knitr

Released 10 months ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of Jdmbs yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for Jdmbs on google, google scholar, r-help, r-devel.

Visit Jdmbs on R Graphical Manual.