Jump Diffusion Simulation and Calibration for Merton and Kou Models R package JumpDiffSim version 0.1.0 Implements the Merton (1976) <doi:10.1016/0304-405X(76)90022-2> and Kou (2002) <doi:10.1287/mnsc.48.8.1086.166> 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. Software Depends: R (>= 4.1.0) Imports: methods, stats, ggplot2 (>= 4.0.2), numDeriv (>= 2016.8.1.1) Suggests: knitr, pkgdown, rmarkdown, covr, testthat (>= 3.0.0) Kennedy Titus Kayaki <kennedy_2244@yu.ac.kr> Comprehensive R Archive Network (CRAN) Kennedy Titus Kayaki [aut, cre], Dohyun Oh [aut], Ju Seong Hyeon [aut], Lee Se Eun [aut], Choi Jiwoo [aut], Yuri Shin [aut] GPL (>= 3) 2026-06-03 application/tgz https://CRAN.R-project.org/package=JumpDiffSim doi:10.32614/CRAN.package.JumpDiffSim