Browsing Ido translation

11.

@FUNCTION=OPT_JUMP_DIFF
@SYNTAX=OPT_JUMP_DIFF(call_put_flag,spot,strike,time,rate,volatility,lambda,gamma)
@DESCRIPTION=OPT_JUMP_DIFF models the theoretical price of an option according to the Jump Diffusion process (Merton).
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@spot is the spot price of the underlying asset.
@strike is the strike price of the option.
@time is the time to maturity of the option expressed in years.
@rate is the annualized rate of interest.
@volatility is the annualized volatility of the underlying asset.
@lambda is expected number of 'jumps' per year.
@gamma is proportion of volatility explained by the 'jumps.'

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA