Glasserman-Kim's gamma expansion / Tse-Wan's IG method for the Heston model Choi's now OUSV Exact simulation Fourier Transform method Discontinuity-free Characteristic functions for SV models
0.1.9
Various stochastic volatility models on experimental mode (pyex)
0.1.8
RiskParity added
0.1.7
Black coding style SabrCondQuad in pfex OusvIFT, OusvCondMC moved to pf
0.1.6
Include excel data for SABR benchmark Implemented BsmNd1Bm Implemented InvGam distribution