S30JAF Example Program Results

 Merton Jump-Diffusion Model
 European Call :
  Spot       =   45.0000
  Volatility =    0.2500
  Rate       =    0.1000
  Jumps      =    3.0000
  Jump vol   =    0.4000

    Strike    Expiry    Option Price
   55.0000    0.2500          0.2417