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