To cite package ‘JumpDiffSim’ in publications use:

Kayaki KT, Oh D, Hyeon J, Se Eun L, Jiwoo C, Shin Y (2026). JumpDiffSim: Jump Diffusion Simulation and Calibration for Merton and Kou Models. R package version 0.1.0, https://github.com/kennedy2244/jumpdiffsim.

Corresponding BibTeX entry:

  @Manual{,
    title = {JumpDiffSim: Jump Diffusion Simulation and Calibration for
      Merton and Kou Models},
    author = {Kennedy Titus Kayaki and Dohyun Oh and Ju Seong Hyeon and
      Lee {Se Eun} and Choi Jiwoo and Yuri Shin},
    year = {2026},
    note = {R package version 0.1.0},
    url = {https://github.com/kennedy2244/jumpdiffsim},
  }