/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
this.jumpSizeMean = jumpSizeMean;this.jumpIntensity = jumpIntensity;
this.jumpIntensity = jumpIntensity;
this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; this.riskFreeRate = null; this.volatility = volatility; this.discountCurveForDiscountRate = discountCurveForDiscountRate; this.discountRate = null; <extra_id_0> this.jumpSizeMean = jumpSizeMean; this.jumpSizeStdDev = jumpSizeStDev; this.randomVariableFactory = randomVariableFactory; } public MertonModel( final double initialValue,