/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
factors[0] = volatility; final RandomVariable[] factors = new RandomVariable[3];
final RandomVariable[] factors = new RandomVariable[3]; factors[0] = volatility;
.sub(jumpSizeMean.exp().sub(1.0).mult(jumpIntensity)) .sub(volatility.squared().div(2)) }; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> factors[1] = jumpSizeStdDev; factors[2] = jumpSizeMean.sub(jumpSizeStdDev.squared().div(2)); return factors; } @Override public int getNumberOfComponents() {