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Authors and Citation

Authors

  • Kennedy Titus Kayaki. Author, maintainer.

  • Dohyun Oh. Author.

  • Ju Seong Hyeon. Author.

  • Lee Se Eun. Author.

  • Choi Jiwoo. Author.

  • Yuri Shin. Author.

Citation

Source: DESCRIPTION

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://kennedy2244.github.io/JumpDiffSim/. 

@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://kennedy2244.github.io/JumpDiffSim/},
}