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I have to plot the next jump diffusion model using Mathematica or a similar tool:

Equation of Jump Diffusion Model

namely, a Geometric Brownian motion with compound Poisson jumps.

I can use any program for it.

Note:

I have found the next similar code but it does not work when I execute it using Mathematica 9.0, it errors out with

""The specification TransformedProcess[0.955\ t+j[t]+0.7\ w[t],{w\ [Distributed]WienerProcess[1,0.7],j[Distributed]\ CompoundPoissonProcess[1.3,NormalDistribution[0.92,0.425]]},t] is not \ a random process recognized by the system. ""

Any help will be very useful :)

Ratbert
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Edin_91
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    the code in the link says specifically "new in 10". Time to upgrade or start coding your own. – agentp Jun 15 '15 at 20:58
  • Just a note: StackOverflow doesn't load MathJax due to performance issues. I turned your LaTeX equation into an image using [this tool](http://www.codecogs.com/latex/eqneditor.php). You may find it useful in the future. – TroyHaskin Jun 15 '15 at 20:59
  • Oh, yes. I didn´t realise it was only for 10. I have the 9, I wpuld have to try another option – Edin_91 Jun 15 '15 at 21:01

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