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Merton Jump Diffusion Option Price (Matrixwise)

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Merton Jump Diffusion Option Price (Matrixwise)

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24 May 2013 (Updated )

Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface

calcMJDOptionPrice(cp,S,K,T,sigma,r,q,lambda,a,b,n)

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