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Jdmbs

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

v1.4 · Jul 24, 2020 · GPL (>= 2)

Description

Option is a one of the financial derivatives and its pricing is an important problem in practice. The process of stock prices are represented as Geometric Brownian motion [Black (1973) <doi:10.1086/260062>] or jump diffusion processes [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>]. In this package, algorithms and visualizations are implemented by Monte Carlo method in order to calculate European option price for three equations by Geometric Brownian motion and jump diffusion processes and furthermore a model that presents jumps among companies affect each other.

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CRAN incoming feasibility

Maintainer: ‘Masashi Okada <okadaalgorithm@gmail.com>’

Found the following (possibly) invalid file URI:
  URI: okadaalgorithm@gmail.com
    From: inst/doc/Jdmbs-vignette.pdf
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CRAN incoming feasibility

Maintainer: ‘Masashi Okada <okadaalgorithm@gmail.com>’

Found the following (possibly) invalid file URI:
  URI: okadaalgorithm@gmail.com
    From: inst/doc/Jdmbs-vignette.pdf

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Masashi Okada <okadaalgorithm@gmail.com>’

Found the following (possibly) invalid file URI:
  URI: okadaalgorithm@gmail.com
    From: inst/doc/Jdmbs-vignette.pdf
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Masashi Okada <okadaalgorithm@gmail.com>’

Found the following (possibly) invalid file URI:
  URI: okadaalgorithm@gmail.com
    From: inst/doc/Jdmbs-vignette.pdf

Dependency Network

Dependencies Reverse dependencies igraph png ggplot2 Jdmbs

Version History

new 1.4 Mar 10, 2026
updated 1.4 ← 1.3 diff Jul 23, 2020
updated 1.3 ← 1.2 diff May 1, 2018
updated 1.2 ← 1.1 diff Apr 25, 2018
updated 1.1 ← 1.0 diff Jan 15, 2018
new 1.0 Feb 14, 2017