EM-Algorithm for Jump Diffusion processes Calculates parameters for Jump Diffusion processes via EM-Algorithm. The jumps-times are considered to be bernoulli distributed with normally distributed jump-sizes. Software Depends: R (>= 2.5.0) Matthias Graser, <matthias.graser@gmx.de> Matthias Graser GPL (>= 2) 2009-06-16 application/tgz http://CRAN.R-project.org/package=EMJumpDiffusion