Jdmbs

R package Jdmbs. Jdmbs: Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlation Companies. Black-Scholes Model [Black (1973) <<a href=”http://dx.doi.org/10.1086/260062”>doi:10.1086/260062</a>>] is important to calculate option premium in the stock market. And variety of improved models are studied. In this package, I proposed functions in order to calculate normal and new Jump Diffusion Models [Kou (2002) <<a href=”http://dx.doi.org/10.1287/mnsc.48.8.1086.166”>doi:10.1287/mnsc.48.8.1086.166</a>>] by Monte Carlo Method. This package can be used for Computational Finance.