[R] Generating a double-exponential jump diffusion process

[Tolga Uzuner]

Dear R Users,

Does anyone know of  a package which can generate random realisations of 
a double-exponential jump diffusion process with a drift ? Something 
where I can specify the likelihoods of an up or a down jump, the drift 
rate, and the mean size, and get back a vector of realisation of the 
process (for purposes of a Monte-Carlo).

Kind regards,
Tolga