Variable Jump Frequency

Units: -
Mode: Input Only
Multi-band: False
Default Value: 0
Validation Rule: Any Value
Key Property: No
Description: Jump frequency in jump-diffusion model
Detail:

Variable Jump Frequency is the number of jumps per year (assume 365 days a year) in the jump-diffusion model.

The number of jumps per period should be a value much smaller than 1.0, otherwise the resolution is too low and the generated sample is not good.