2. Construct a MATLAB function to compute the new parameters of the Kou model under the change of measure defined by Ub,, with (x) =

2. Construct a MATLAB function to compute the new parameters of the Kou model under the change of measure defined by Ub,φ, with φ(x) =

(ζ01 + ζ11x)I(x > 0) + (ζ02 + ζ12x)I(x ≤ 0), and b ∈ R. Use the same notations as in Section 6.2.4. Note that not all changes are admissible, so the verification of the associated conditions must be taken into account.