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