Man pages for jirotubuyaki/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
jirotubuyaki/Jdmbs documentation built on June 13, 2020, 10:30 a.m.