2.5.21. sdepy.kou_jumpdiff_SDE

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

SDE for a double exponential (Kou) jump-diffusion process.

See also

kou_jumpdiff_process
jumpdiff_SDE
Attributes:
See SDE class documentation.

Methods

See SDE class documentation.