Closed AlessandroGnoatto closed 5 years ago
I added the characteristic function of the Merton Jump Diffusion model.
Improvement
N/A
Merton Model was featured only as a Monte Carlo simulation.
See Unit test.
NO
Are there breaking changes for older versions?
Does the change require additional documentation?
Awesome! Thank you!
cfries
commented
5 years ago cfries
commented
5 years ago
What is this PR for?
I added the characteristic function of the Merton Jump Diffusion model.
What type of PR is it?
Improvement
Todos
N/A
What is the related issue?
Merton Model was featured only as a Monte Carlo simulation.
How should this be tested?
See Unit test.
Screenshots
Questions:
NO
Are there breaking changes for older versions?
NO
Does the change require additional documentation?
NO