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  "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.",
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