[−][src]Function cf_functions::jump_diffusion_vol
pub fn jump_diffusion_vol(
sigma: f64,
lambda: f64,
mu_l: f64,
sig_l: f64,
maturity: f64
) -> f64
Returns volatility of Merton jump diffusion
pub fn jump_diffusion_vol(
sigma: f64,
lambda: f64,
mu_l: f64,
sig_l: f64,
maturity: f64
) -> f64
Returns volatility of Merton jump diffusion