
  %
   K = 100;                % strike price
   T = 1.00;               % expiry time
   r = 0.05;               % interest rate
   sigma = 0.25;           % volatility
   opttype = 1;            % 0 for call, otherwise a put
   mu = .10;               % P measure drift
   N = 100 ;               % number hedging intervals
   S_init = 100;           % initial value

%   jump params
%
    div_rate = 0;          % dividend rate
    lambda_jump_q = .1;     % Q measure jump intensity
    lambda_jump_p = .1;     % P measure jump intensity
    mu_jump_q     = -.9;    % Q measure jump mean (log normal)
    mu_jump_p     = -.9;    % P measure jump mean (log normal)
    gamma_jump_q    = .45;  % Q measure jump stnrd dev (log normal)
    gamma_jump_p    = .45;  % P measure jump stnrd dev (log normal)


