An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
finance
cran
r
monte-carlo
stock-market
derivatives
option
option-pricing
sde
financial-analysis
stochastic-differential-equations
jump-diffusion
stochastic-processes
black-scholes
computational-finance
financial-engineering
brownian-motion
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Updated
Jun 7, 2020 - R