Changes in version 0.1.0 (2026-06-03)                  

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