Package: Jdmbs
Type: Package
Version: 1.3
Title: Monte Carlo Option Pricing Algorithms for Jump Diffusion Models
        with Correlational Companies
Description: Black-Scholes model [Black (1973) <doi:10.1086/260062>] is important to calculate option prices in the stock market and a variety of improved models are studied. In this package, I propose methods in order to calculate both Black-Scholes model and Jump diffusion model [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>] by Monte Carlo methods. This package can be used for computational finance.
Date: 2018-05-02
Authors@R: c(
  person("Masashi", "Okada", role = c("aut", "cre"), email="okadaalgorithm@gmail.com")
  )
Author: Masashi Okada [aut, cre]
Maintainer: Masashi Okada <okadaalgorithm@gmail.com>
Depends: R (>= 3.2.3)
License: GPL (>= 2)
Imports: igraph, graphics, stats, utils, png
Suggests: R.rsp
VignetteBuilder: R.rsp
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2018-05-01 22:32:26 UTC; okada
Repository: CRAN
Date/Publication: 2018-05-01 22:44:51 UTC
