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

v.0.3.7

Full Changelog: v.0.3.6...v.0.3.7

v.0.3.6

Full Changelog: v.0.3.4...v.0.3.6

v.0.3.4

Features

• Correlated Brownian motion
• Correlated Fractional Brownian motion
• Heston model

Breaking Change
Parallel methods and C bindings were temporarily dropped.

Full Changelog: v.0.3.3...v.0.3.4

v.0.3.3

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v.0.3.1

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v.0.3.0

Breaking Changes

Reworked structure for methods to improve performance of generation fractional processes.

Full Changelog: v.0.2.5...v.0.3.0

v.0.2.5

Bug fixes

• fractional Process generators
• ordinary Processes
• Jacobi process args and generation
• C bindings

Full Changelog: v.0.2.4...v.0.2.5

v.0.2.4

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v.0.2.2

Full Changelog: v.0.2.1...v.0.2.2