OPT_JUMP_DIFF(call_put_flag,spot,strike,time,rate,volatility,lambda,gamma)
OPT_JUMP_DIFF models the theoretical price of an option according to the Jump Diffusion process (Merton).
call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
spot is the spot price of the underlying asset.
strike is the strike price of the option.
time is the time to maturity of the option expressed in years.
rate is the annualized rate of interest.
volatility is the annualized volatility of the underlying asset.
lambda is expected number of 'jumps' per year.
gamma is proportion of volatility explained by the 'jumps.'
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.