/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
this( initialValue, volatility, riskFreeRate,jumpIntensity,jumpSizeMean,jumpSizeStDev) ;
this ( initialValue, riskFreeRate, volatility, riskFreeRate,jumpIntensity,jumpSizeMean,jumpSizeStDev ) ;
final double riskFreeRate, final double volatility, final double jumpIntensity, final double jumpSizeMean, final double jumpSizeStDev ) { <extra_id_0> } @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.exp(); } @Override