Man pages for Jdmbs
Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies

datacorrelation coefficients between all pair companies
jdm_bsA Monte Carlo Option Pricing Algorithm for Jump Diffusion...
jdm_new_bsA Monte Carlo Option Pricing Algorithm for Jump Diffusion...
normal_bsA Normal Monte Carlo Option Pricing Algorithm
Jdmbs documentation built on May 2, 2018, 1:04 a.m.