Man pages for jirotubuyaki/Jdmbs
Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlation 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_bsNormal A Monte Carlo Option Pricing Algorithm
jirotubuyaki/Jdmbs documentation built on May 17, 2017, 10:19 p.m.