Jdmbs

Jdmbs

jirotubuyaki

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

23 Stars
7 Forks
23 Watchers
R Language
gpl-3.0 License
Cost to Build
$2.01M
Market Value
$2.36M

Growth over time

7 data points  ·  2021-08-01 → 2023-07-01
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What is the jirotubuyaki/Jdmbs GitHub project? Description: "An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies". Written in R. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone Jdmbs

Clone via HTTPS

git clone https://github.com/jirotubuyaki/Jdmbs.git

Clone via SSH

[email protected]:jirotubuyaki/Jdmbs.git

Download ZIP

Download master.zip

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