Merton76Mdl
TYPE
Merton76 Model
Model[Spot Price]
Model[Quotable]
Model
Type
Jump Intensity
0
Mean Log Jump Factor
-0.2
Vol Log Jump Factor
0.2
Relative Accuracy
0.0001
Max Iterations
100
Discretization
End Euler
Euler
In parent: Model[Quotable]
ID
Modelled Quotable
