MertonJumpMarket

A Merton (1976) jump-diffusion market: geometric Brownian motion of volatility vol plus a compound-Poisson jump component of intensity jumpIntensity whose multiplicative jump size is lognormal, ln Y ~ N(jumpMean, jumpVol^2).

Every field is a differentiable input; jumpMean and jumpVol feed the jump-size distribution directly, while jumpIntensity enters both the drift compensator and — via the smoothed per-step jump indicator — the jump frequency.