cython
4 years, 3 months ago
more rounds of test for Heston stocks
No dependencies with known security vulnerabilities.
master
4 years, 3 months ago
updating unit tests
No dependencies with known security vulnerabilities.
master
4 years, 3 months ago
Merge pull request #26 from stephenhky/cython
Fortran implementation for Heston model and Square ro
No dependencies with known security vulnerabilities.
cython
4 years, 3 months ago
release 0.6.8
No dependencies with known security vulnerabilities.
cython
4 years, 3 months ago
working Heston model in Fortran implementation
No dependencies with known security vulnerabilities.
cython
4 years, 3 months ago
updated unit test for Brownian motion
No dependencies with known security vulnerabilities.
cython
4 years, 3 months ago
brownian motion in Fortran; mixing unit test for Black-Scholes models
No dependencies with known security vulnerabilities.
cython
4 years, 3 months ago
working random number generator for normal distribution
No dependencies with known security vulnerabilities.
cython
4 years, 3 months ago
temporary inverse error function
No dependencies with known security vulnerabilities.
cython
4 years, 4 months ago
added data types for cython variables
No dependencies with known security vulnerabilities.
master
4 years, 4 months ago
added additional files to MANIFEST.in
No dependencies with known security vulnerabilities.
master
4 years, 4 months ago
Merge pull request #25 from stephenhky/cython
Fortran implementation; decomissioning numba
No dependencies with known security vulnerabilities.
cython
4 years, 4 months ago
Release 0.6.7
No dependencies with known security vulnerabilities.
cython
4 years, 4 months ago
Fortran implementation for risk and decomissioning numba implementation
No dependencies with known security vulnerabilities.
cython
4 years, 4 months ago
Fortran implementation for fitting and removed numba JIT for them
No dependencies with known security vulnerabilities.
