Package: EMJumpDiffusion
Type: Package
Title: EM-Algorithm for Jump Diffusion processes
Version: 1.4.1
Date: 2009-05-05
Author: Matthias Graser
Maintainer: Matthias Graser, <matthias.graser@gmx.de>
Depends: R (>= 2.5.0)
Description: Calculates parameters for Jump Diffusion processes via
        EM-Algorithm. The jumps-times are considered to be bernoulli
        distributed with normally distributed jump-sizes.
License: GPL (>= 2)
Packaged: 2012-10-29 08:57:00 UTC; ripley
Repository: CRAN
Date/Publication: 2012-10-29 08:57:00
