2.5.19. sdepy.jumpdiff_SDE

class sdepy.jumpdiff_SDE(*, paths=1, vshape=(), dtype=None, steps=None, i0=0, info=None, getinfo=True, method='euler', **args)[source]

SDE for a jump-diffusion process (lognormal process with compound Poisson logarithmic jumps).

See also

jumpdiff_process
Attributes:
See SDE class documentation.

Methods

See SDE class documentation.