olafSmits/MonteCarloMethodsInFinance — pull request #3 by BCSharp (2014-03-24 22:41:37+00:00)
Title: Fix in example for mertonJumpDiffusionModel2

The Python implementation of mertonJumpDiffusionIntegration follows the code in mertonJumpDiffusionIntegration.m which treats the jump function slightly differently than in the euler integration case. Therefore mertonJumpDiffusionModel2, the example code using mertonJumpDiffusionIntegration, had to be adapted accordingly.