# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "JumpDiffSim" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'JumpDiffSim: Jump Diffusion Simulation and Calibration for Merton and Kou
  Models'
version: 0.1.0
abstract: Implements the Merton (1976) <https://doi.org/10.1016/0304-405X(76)90022-2>
  and Kou (2002) <https://doi.org/10.1287/mnsc.48.8.1086.166> jump-diffusion models
  through a unified S4 object-oriented interface. Provides exact compound-Poisson
  asset price simulation, maximum likelihood parameter estimation with Hessian-based
  standard errors, Wald-type confidence intervals, European option pricing via the
  Merton analytic series expansion, and publication-quality diagnostic plots. All
  functionality operates entirely offline without market data dependencies.
authors:
- family-names: Kayaki
  given-names: Kennedy Titus
  email: kennedy_2244@yu.ac.kr
- family-names: Oh
  given-names: Dohyun
- family-names: Hyeon
  given-names: Ju Seong
- family-names: Se Eun
  given-names: Lee
- family-names: Jiwoo
  given-names: Choi
- family-names: Shin
  given-names: Yuri
repository: https://cran.r-universe.dev
repository-code: https://github.com/kennedy2244/JumpDiffSim
commit: 981778af06a2bb705e306da5b77993239c8edea5
url: https://kennedy2244.github.io/JumpDiffSim/
date-released: '2026-06-03'
contact:
- family-names: Kayaki
  given-names: Kennedy Titus
  email: kennedy_2244@yu.ac.kr