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

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Documentation for package ‘Jdmbs’ version 1.3

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data correlation coefficients between all pair companies
jdm_bs A Monte Carlo Option Pricing Algorithm for Jump Diffusion Model
jdm_new_bs A Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlation Companies
normal_bs A Normal Monte Carlo Option Pricing Algorithm