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 May 5, 2018, 5:35 p.m.