<?xml version="1.0" encoding="utf-8" ?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:r="https://r-universe.dev"><channel><title>kennedy2244.r-universe.dev</title><link>https://kennedy2244.r-universe.dev</link><description>Recent package updates in kennedy2244</description><generator>R-universe</generator><image><url>https://github.com/kennedy2244.png</url><title>R packages by kennedy2244</title><link>https://kennedy2244.r-universe.dev</link></image><lastBuildDate>Sat, 30 May 2026 10:06:44 GMT</lastBuildDate><item><title>[kennedy2244] JumpDiffSim 0.1.0</title><author>kennedy_2244@yu.ac.kr (Kennedy Titus Kayaki)</author><description>Implements the Merton (1976)
&lt;doi:10.1016/0304-405X(76)90022-2&gt; and Kou (2002)
&lt;doi:10.1287/mnsc.48.8.1086.166&gt; 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.</description><link>https://github.com/r-universe/kennedy2244/actions/runs/26940701145</link><pubDate>Sat, 30 May 2026 10:06:44 GMT</pubDate><r:package>JumpDiffSim</r:package><r:version>0.1.0</r:version><r:status>success</r:status><r:repository>https://kennedy2244.r-universe.dev</r:repository><r:upstream>https://github.com/kennedy2244/jumpdiffsim</r:upstream><r:article><r:source>JumpDiffSim-intro.Rmd</r:source><r:filename>JumpDiffSim-intro.html</r:filename><r:title>Getting Started with JumpDiffSim</r:title><r:created>2026-03-07 07:54:16</r:created><r:modified>2026-05-06 09:47:17</r:modified></r:article></item></channel></rss>