JumpDiffSim 0.1.0

Initial CRAN Submission

• Merton (1976) jump-diffusion model via unified S4 interface
• Exact compound-Poisson simulation via simulateMerton()
• Maximum likelihood estimation via fitMerton()
• Hessian-based standard errors and Wald confidence intervals
• European option pricing via priceEuropean()
• Diagnostic plots via diagnosticPlots()
• Theoretical moments via jumpMoments()
• 21 unit tests, 85.57% code coverage
• Full offline operation — no market data dependencies