/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
factors[2] = jumpSizeMean.sub( jumpSizeStdDev.squared( ).sub( 2) ) ;
factors[2] = jumpSizeMean.sub ( jumpSizeStdDev.squared ( ) .div ( 2 ) ) ;
} @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factors = new RandomVariable[3]; factors[0] = volatility; factors[1] = jumpSizeStdDev; <extra_id_0> return factors; } @Override public int getNumberOfComponents() { return 1; }