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v.0.4.0

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@dancixx dancixx released this 21 Feb 01:21
· 234 commits to main since this release

Jumps and Levy processes

  • Poisson process
  • Compound Poisson process
  • Levy jump diffusion
  • Inverse Gaussian
  • Normal Inverse Gaussian
  • Variance Gamma

Stochastic models

  • Merton model
  • Bates model

Full Changelog: v.0.3.7...v.0.4.0