{
  "_id": "6ad5d53a4a34890ab4938e1d",
  "Package": "Jdmbs",
  "Type": "Package",
  "Version": "1.4",
  "Title": "Monte Carlo Option Pricing Algorithms for Jump Diffusion Models\nwith Correlational Companies",
  "Description": "Option is a one of the financial derivatives and its\npricing is an important problem in practice. The process of\nstock prices are represented as Geometric Brownian motion\n[Black (1973) <doi:10.1086/260062>] or jump diffusion processes\n[Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>]. In this package,\nalgorithms and visualizations are implemented by Monte Carlo\nmethod in order to calculate European option price for three\nequations by Geometric Brownian motion and jump diffusion\nprocesses and furthermore a model that presents jumps among\ncompanies affect each other.",
  "Date": "2020-04-27",
  "Authors@R": "c(\nperson(\"Masashi\", \"Okada\", role = c(\"aut\", \"cre\"), email=\"okadaalgorithm@gmail.com\")\n)",
  "Author": "Masashi Okada [aut, cre]",
  "Maintainer": "Masashi Okada <okadaalgorithm@gmail.com>",
  "License": "GPL (>= 2)",
  "VignetteBuilder": "R.rsp",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "RoxygenNote": "7.1.0",
  "NeedsCompilation": "no",
  "Config/pak/sysreqs": "libglpk-dev libpng-dev libxml2-dev",
  "Repository": "https://jirotubuyaki.r-universe.dev",
  "Date/Publication": "2020-06-07 06:04:59 UTC",
  "RemoteUrl": "https://github.com/jirotubuyaki/jdmbs",
  "RemoteRef": "HEAD",
  "RemoteSha": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
  "Packaged": {
    "Date": "2026-10-19 08:26:58 UTC",
    "User": "root"
  },
  "_user": "jirotubuyaki",
  "_type": "src",
  "_file": "Jdmbs_1.4.tar.gz",
  "_fileid": "https://r2.ropensci.org/ddaab9a0b045556b030930d1095383801dbee3a911921125cfcfb497c14749a8",
  "_filesize": 925299,
  "_sha256": "ddaab9a0b045556b030930d1095383801dbee3a911921125cfcfb497c14749a8",
  "_expires": "2027-01-27T08:30:48.000Z",
  "_created": "2026-10-19T08:26:58.000Z",
  "_published": "2026-10-19T08:30:50.507Z",
  "_buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_jobs": [
    {
      "job": 117962103475,
      "time": 128,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "12172696486"
    },
    {
      "job": 117962103334,
      "time": 123,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "NOTE",
      "artifact": "12173045272"
    },
    {
      "job": 117962103310,
      "time": 148,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "12171864845"
    },
    {
      "job": 117962103330,
      "time": 184,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "NOTE",
      "artifact": "12172183682"
    },
    {
      "job": 117959956704,
      "time": 334,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12171629400"
    },
    {
      "job": 117962103306,
      "time": 88,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "12172646540"
    },
    {
      "job": 117962103279,
      "time": 94,
      "config": "windows-devel-x86_64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "12172970483"
    },
    {
      "job": 117962103219,
      "time": 79,
      "config": "windows-oldrel-x86_64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "12172137820"
    },
    {
      "job": 117962103693,
      "time": 84,
      "config": "windows-release-x86_64",
      "r": "4.6.1",
      "check": "NOTE",
      "artifact": "12172252680"
    }
  ],
  "_upstream": "https://github.com/jirotubuyaki/jdmbs",
  "_commit": {
    "id": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
    "author": "Masashi OKADA <okadaalgorithm@gmail.com>",
    "committer": "GitHub <noreply@github.com>",
    "message": "Update README.md",
    "time": 1591509899
  },
  "_maintainer": {
    "name": "Masashi Okada",
    "email": "okadaalgorithm@gmail.com",
    "login": "jirotubuyaki",
    "description": "The Law & Management oriented Hacker.\n",
    "uuid": 7642826
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.6.0",
      "role": "Depends"
    },
    {
      "package": "igraph",
      "role": "Imports"
    },
    {
      "package": "graphics",
      "role": "Imports"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "utils",
      "role": "Imports"
    },
    {
      "package": "png",
      "role": "Imports"
    },
    {
      "package": "ggplot2",
      "role": "Imports"
    },
    {
      "package": "R.rsp",
      "role": "Suggests"
    }
  ],
  "_owner": "jirotubuyaki",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_topics": [
    "black-scholes",
    "brownian-motion",
    "computational-finance",
    "derivatives",
    "finance",
    "financial-analysis",
    "financial-engineering",
    "jump-diffusion",
    "monte-carlo",
    "option",
    "option-pricing",
    "sde",
    "stochastic-differential-equations",
    "stochastic-processes",
    "stock-market"
  ],
  "_stars": 29,
  "_contributors": [
    {
      "user": "jirotubuyaki",
      "count": 186,
      "uuid": 7642826
    }
  ],
  "_userbio": {
    "uuid": 7642826,
    "type": "user",
    "name": "Masashi OKADA",
    "followers": 119,
    "description": "The Law & Management oriented Hacker.\r\n"
  },
  "_downloads": {
    "count": 321,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/Jdmbs"
  },
  "_devurl": "https://github.com/jirotubuyaki/jdmbs",
  "_searchresults": 4,
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/Jdmbs.html",
    "extra/manual.pdf",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "LICENSE"
  ],
  "_homeurl": "https://github.com/jirotubuyaki/jdmbs",
  "_realowner": "jirotubuyaki",
  "_cranurl": true,
  "_releases": [
    {
      "version": "1.0",
      "date": "2017-02-15"
    },
    {
      "version": "1.1",
      "date": "2018-01-16"
    },
    {
      "version": "1.2",
      "date": "2018-04-25"
    },
    {
      "version": "1.3",
      "date": "2018-05-01"
    },
    {
      "version": "1.4",
      "date": "2020-07-24"
    }
  ],
  "_exports": [
    "jdm_bs",
    "jdm_new_bs",
    "normal_bs"
  ],
  "_datasets": [
    {
      "name": "data",
      "title": "correlation coefficients between all pair companies",
      "object": "data",
      "class": [
        "data.frame"
      ],
      "fields": [
        "V1",
        "V2",
        "V3",
        "V4",
        "V5",
        "V6"
      ],
      "rows": 6,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "data",
      "title": "correlation coefficients between all pair companies",
      "topics": [
        "data"
      ]
    },
    {
      "page": "jdm_bs",
      "title": "A Monte Carlo Option Pricing Algorithm for Jump Diffusion Model",
      "topics": [
        "jdm_bs"
      ]
    },
    {
      "page": "jdm_new_bs",
      "title": "A Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlational Companies",
      "topics": [
        "jdm_new_bs"
      ]
    },
    {
      "page": "normal_bs",
      "title": "A Normal Monte Carlo Option Pricing Algorithm",
      "topics": [
        "normal_bs"
      ]
    }
  ],
  "_readme": "https://github.com/jirotubuyaki/jdmbs/raw/HEAD/README.md",
  "_rundeps": [
    "cli",
    "cpp11",
    "farver",
    "ggplot2",
    "glue",
    "gtable",
    "igraph",
    "isoband",
    "labeling",
    "lattice",
    "lifecycle",
    "magrittr",
    "Matrix",
    "pkgconfig",
    "png",
    "R6",
    "RColorBrewer",
    "rlang",
    "S7",
    "scales",
    "vctrs",
    "viridisLite",
    "withr"
  ],
  "_vignettes": [
    {
      "source": "Jdmbs-vignette.pdf.asis",
      "filename": "Jdmbs-vignette.pdf",
      "title": "How to use package Jdmbs",
      "engine": "R.rsp::asis",
      "headings": [],
      "created": "2018-05-01 23:00:35",
      "modified": "2018-05-01 23:00:35",
      "commits": 1
    }
  ],
  "_score": 5.161368002234974,
  "_indexed": true,
  "_nocasepkg": "jdmbs",
  "_universes": [
    "jirotubuyaki"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.4",
      "date": "2026-10-19T08:28:59.000Z",
      "distro": "resolute",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/2664bb83f8bacfb66cfe3336402ea5484727dcec97f1ec0ff407436b28a8ea69",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "1.4",
      "date": "2026-10-19T08:28:51.000Z",
      "distro": "resolute",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/949989e49305fbc28b725e7999db89e6228fd226454fde22738ae136c0ec0455",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.4",
      "date": "2026-10-19T08:29:08.000Z",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/a0dd7625889c45396dda447b3382ccb82d21e1dbabaac7152d2a2eccd0e2765e",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "1.4",
      "date": "2026-10-19T08:29:25.000Z",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/a171dbb14e3aa94655a32d5503ac485807ee19489cb70ccbc690050bb11f2239",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.4",
      "date": "2026-10-19T08:28:45.000Z",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/adb3a33383b7c655ac12f308eaa506fb633e94f790784fb009c55da3f3594027",
      "status": "success",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.4",
      "date": "2026-10-19T08:28:13.000Z",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/972ca1f9d258e74ee0cb8a36a27a179cd332512be058094f24c65739dd80e336",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "1.4",
      "date": "2026-10-19T08:28:03.000Z",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/f873e17fab214417fcdf579133cc5c03401b4b4dc7c1ca9eff76bd18bec0a6c9",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "1.4",
      "date": "2026-10-19T08:28:07.000Z",
      "commit": "4fa20800dfb124d6d82194cd5935c11d0da2165d",
      "fileid": "https://r2.ropensci.org/77f9c997671baf1d71956348d93d4422bfe0377ccd3a61ab6d493b77b3a3cb44",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/jirotubuyaki/actions/runs/39222184051"
    }
  ]
}