Coding for jump diffusion models
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I would like a help in coding this part as they do simulation for stock price when there is a regime switching jump (RSJD)
The" Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options' Paper by Ramponi 2012 have this to get sample path of RSJD
but I do not have any programming experience could anyone help me or guide me ?
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