% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/utils.R
\name{jumpMoments,MertonModel-method}
\alias{jumpMoments,MertonModel-method}
\title{Theoretical Moments of the Merton Jump-Diffusion Log-Return}
\usage{
\S4method{jumpMoments}{MertonModel}(object)
}
\arguments{
\item{object}{A \linkS4class{MertonModel} object.}
}
\value{
Named numeric vector with elements
\code{mean}, \code{variance}, \code{skewness}, \code{kurtosis}.
}
\description{
Returns the theoretical mean, variance, skewness, and excess kurtosis
of the log-return distribution under the Merton (1976) model.
}
\examples{
m <- MertonModel(mu = 0.05, sigma = 0.20, lambda = 1,
                 mu_j = -0.10, sigma_j = 0.15)
jumpMoments(m)

}
