# JumpDiffSim 0.1.0

## 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
