%% Create merton Object
% Merton jump diffusion models allow you to simulate sample paths of NVARS state variables driven by NBROWNS Brownian motion sources of risk and NJumps compound Poisson processes representing the arrivals of important events over NPeriods consecutive observation periods. The simulation approximates continuous-time merton stochastic processes.
% Create a merton object.

AssetPrice = 80;
            Return = 0.03;
            Sigma = 0.16;
            JumpMean = 0.02;
            JumpVol = 0.08;
            JumpFreq = 2;
            
            mertonObj = merton(Return,Sigma,JumpFreq,JumpMean,JumpVol,...
                'startstat',AssetPrice)

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