/src/main/java/net/finmath/fouriermethod/models/MertonModel.java
final Complex iargument = jumpTransform.multiply( Complex.I) ;
final Complex iargument = argument.multiply ( Complex.I ) ;
final double logDiscountFactorForForward = this.getLogDiscountFactorForForward(time); final double logDiscountFactorForDiscounting = this.getLogDiscountFactorForDiscounting(time); final double transformedMean = jumpSizeMean - 0.5 * jumpSizeStdDev*jumpSizeStdDev; return new CharacteristicFunction() { @Override public Complex apply(final Complex argument) { <extra_id_0> final Complex exponent = (iargument.multiply(transformedMean)) .add(iargument.multiply(iargument.multiply(jumpSizeStdDev*jumpSizeStdDev/2.0))); final Complex jumpTransform = ((exponent.exp()).subtract(1.0)).multiply(jumpIntensity*time); final double jumpTransformCompensator = jumpIntensity*time*(Math.exp(transformedMean+jumpSizeStdDev*jumpSizeStdDev/2.0)-1.0); return iargument .multiply(