https://www.mathworks.com/help/fininst/finmodel.merton.html
Merton - Create Merton model object for Vanilla, Asian, Barrier, DoubleBarrier, Lookback,...
Create and price a Vanilla, Asian, Barrier, DoubleBarrier, Lookback, PartialLookback, Touch, DoubleTouch, Cliquet, or Binary instrument object with a Merton...
create modelmertonobjectvanillaasian