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

Full Changelog: v.0.3.1...v.0.3.3

v.0.3.1

Full Changelog: v.0.3.0...v.0.3.1

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

Full Changelog: v.0.2.2...v.0.2.4

v.0.2.2

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

v.0.2.1

Features

• C binding

Bug fix

• GBM and fGBM process simulation

Full Changelog: v.0.2.0...v.0.2.1

0.2.0

Features

• Ornstein-Uhlenbeck process
• Cox-Ingersoll-Ross process
• Jacobi process
• Fractional Brownian motion (FFT method)
• Fractional Geometric Brownian motion
• Fractional Ornstein-Uhlenbeck process
• Fractional Cox-Ingersoll-Ross process
• Fractional Jacobi process
• Higuchi fractal dimension

Full Changelog: v0.1.1...v.0.2.0

v0.1.1

• Add README.md

Full Changelog: https://github.com/dancixx/stochastic-rs/commits/v.0.1.1