R: Jump Diffusion Simulation and Calibration for Merton and Kou Models

# Jump Diffusion Simulation and Calibration for Merton and Kou Models

## Documentation for package ‘JumpDiffSim’ version 0.1.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

confint-method | JDFitResult: MLE Estimation Output Class
diagnosticPlots | Diagnostic Plots for a JDSimResult Object
fit | Fit Model to Log-Returns via MLE
fitMerton | Fit Merton Jump-Diffusion Model via MLE
JDFitResult-class | JDFitResult: MLE Estimation Output Class
jdSampleData | Generate Synthetic Log-Returns from a Jump-Diffusion Model
JDSimResult-class | JDSimResult: Simulation Output Class
JumpDiffModel-class | JumpDiffModel: Virtual Base Class for Jump-Diffusion Models
jumpMoments | Theoretical Moments of the Log-Return Distribution
jumpMoments-method | Theoretical Moments of the Merton Jump-Diffusion Log-Return
loglik | Compute Negative Log-Likelihood
mertonLogLik | Negative Log-Likelihood for the Merton Jump-Diffusion Model
MertonModel | Create a MertonModel Object
MertonModel-class | MertonModel: Merton (1976) Jump-Diffusion Model
priceEuropean | Price a European Option under the Merton Jump-Diffusion Model
show-method | JDFitResult: MLE Estimation Output Class
show-method | MertonModel: Merton (1976) Jump-Diffusion Model
simulate | Simulate Asset Price Paths
simulateMerton | Simulate Merton Jump-Diffusion Asset Paths