Grunwald approximation of spectrally positive jump Lévy processes in an interval using the generalised Grunwald approximation on bounded domains developped in this work by B Baeumer, M. Kovacs and L. Toniazzi. Allowed boundary conditions:
- Dirichlet (killing),
- Neumann (Stochastic reflection) and
- fast-forwarding.
Set parameters and run in pseudosim.m.