[R-SIG-Finance] How to code Geometric Brownian Motion Process with Jumps

[John-Paul Taylor]

I was just wondering if anyone knows if there is a canned package that included a coding for a GBMP with Jump Diffusion process or had any suggestion on how to code the log-likelihood function.

I have try to look the jumps which i am cutting of at 10 with the vector I think i need to add another look but I am not sure if this is correct. 

I have asked around my department at school but know idea so any suggestion greatly appreciated.

I have attached a file with the code and a vector of data.

Your truly

JP

Here is my code for the MLE: 
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