diff --git a/PriceProcesses/SimMertonAssetPrice.m b/PriceProcesses/SimMertonAssetPrice.m index b52145b..8dab2c3 100644 --- a/PriceProcesses/SimMertonAssetPrice.m +++ b/PriceProcesses/SimMertonAssetPrice.m @@ -1,4 +1,4 @@ -function X_t = SimMertonAssetPrice(sigmaD, muJ, sigmaJ, lambda, T, nTimeSteps, nProcesses) +function X_t = SimMertonAssetPrice(sigmaD, lambda, muJ, sigmaJ, T, nTimeSteps, nProcesses) % MERTONPROCESS Simulates paths of a Merton jump-diffusion process. % This function generates a matrix of simulated values from a Merton jump-diffusion % process, which incorporates both Gaussian diffusion elements and a jump process