I'm really sorry about your loss. I think the stat is that 25% of pregnancies end up in miscarriage and a majority of that is before the 12th week. I would say it's up to the couple and I feel that both of you have just been in a shock and shouldn't make rash decisions. My advice would be to wait a little bit when the shock and panic has worn off and discuss it then. Also, it depends on your parents too, would they be emotionally supportive after hearing this news?
Best of luck to you both