Jump Diffusion Simulation and Calibration for Merton and Kou Models // 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.