v0.3.2

What's Changed

• 21 fix heston generation paths by @paolodelia99 in #22

Full Changelog: v0.3.1...v0.3.2

v0.3.1

What's Changed

• #19: return the variance process from sample_paths in Heston model by @paolodelia99 in #20

Full Changelog: v0.3.0...v0.3.1

v0.3.0

What's Changed

• Implemented Inverse Fourier method for European option pricing by @paolodelia99 in #18

Full Changelog: v0.2.0...v0.3.0

v0.2.0

What's Changed

• 2 heston model by @paolodelia99 in #12
  • Implemented both the univariate model (UnivHestonModel class) and the multivariate model (MultiHestonModel class)

Full Changelog: v0.1.2...v0.2.0

v0.1.2

What's Changed

• 9 mypy integration by @paolodelia99 in #10

Full Changelog: v0.1.1...v0.1.2

v0.1.1

What's Changed

• 7 Add JAX jit optimization to improve performance when calculating the Greeks, and able to pass scalars to functions that computes the Greeks by @paolodelia99 in #8

Full Changelog: v0.1.0...v0.1.1

v0.1.0

What's Changed

• Computed greeks leveraging automatic differentation by @paolodelia99 in #5
• Multivariate GBM implementation by @paolodelia99 and @samueledelia in #6

New Contributors

• @paolodelia99 made their first contribution in #5
• @samueledelia made their first contribution in #6

Full Changelog: v0.0.2...v0.1.0

v0.0.2

Full Changelog: v0.0.1...v0.0.2

v0.0.1

Full Changelog: https://github.com/samueledelia/py-exopricer/commits/v0.0.1