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
Attributes: - See SDE class documentation.
Methods
See SDE class documentation.