Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Join the 15-year community celebration.
Play games and win prizes!
Rate this file 17 Downloads (last 30 days) File Size: 1.97 KB File ID: #41939 Version: 1.1
Merton Jump Diffusion Option Price (Matrixwise)
24 May 2013 (Updated 28 May 2013)
Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface