2.5.20. sdepy.merton_jumpdiff_SDE

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

SDE for a Merton jump-diffusion process.

See also

merton_jumpdiff_process

jumpdiff_SDE

Attributes:

See SDE class documentation.

Methods

See SDE class documentation.