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Added bid/ask calibration sensitivity section Jupyter Book (via myst) GitHub Pages Deploy #3: Commit f18f92a pushed by AlmostAnna
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Added bid/ask calibration sensitivity section Tests #32: Commit f18f92a pushed by AlmostAnna
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Updated README.md Tests #31: Commit 3fa5217 pushed by AlmostAnna
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Updated README.md Jupyter Book (via myst) GitHub Pages Deploy #2: Commit 3fa5217 pushed by AlmostAnna
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Added jupiter book publishing action Jupyter Book (via myst) GitHub Pages Deploy #1: Commit 4ed3859 pushed by AlmostAnna
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Added jupiter book publishing action Tests #30: Commit 4ed3859 pushed by AlmostAnna
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Fixed problems with parameter recovery Tests #29: Commit a318ed5 pushed by AlmostAnna
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Added Heston model parameters recovery Tests #28: Commit da22fdc pushed by AlmostAnna
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Excluded slow tests from local pre-commit runs Tests #27: Commit 4d1d3f0 pushed by AlmostAnna
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Refactored calc_trunc_range to return truncation interval endpoints Tests #26: Commit 0d691b6 pushed by AlmostAnna
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Added tests for truncation range calculation Tests #25: Commit c2389ba pushed by AlmostAnna
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Changed location for the hedge_net_tx.pth, fixed pre-commit issues in… Tests #24: Commit a175f75 pushed by AlmostAnna
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Changed Tuple to tuple Tests #23: Commit 2ef3b2f pushed by AlmostAnna
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Added data generation module Tests #22: Commit a0368aa pushed by AlmostAnna
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Updated README.md to reflect current project structure Tests #21: Commit 7a02749 pushed by AlmostAnna
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Added COS method for pricing in Heston model Tests #20: Commit 6c55a3e pushed by AlmostAnna
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Changed vol-of-vol name to eta for consistency, vectorized the function Tests #19: Commit ee6549f pushed by AlmostAnna
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Refactored common functions into a separate helper module Tests #18: Commit 09d8652 pushed by AlmostAnna
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Refactored analytical pricing in Heston model Tests #17: Commit ee19e1a pushed by AlmostAnna
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Refactored ML scripts to use HestonProcess Tests #16: Commit 11e0e14 pushed by AlmostAnna
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Reverted numpy evolution back to Euler discretization scheme Tests #15: Commit d6807a4 pushed by AlmostAnna
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Replaced exact CIR with Euler for variance since it proved ineffectiv… Tests #14: Commit 269c3e1 pushed by AlmostAnna
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Refactored heston_exact_mc_price and HestonProcess evolution(unified … Tests #13: Commit 6d63739 pushed by AlmostAnna
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Added structures and methods for Heston model Tests #12: Commit 223b642 pushed by AlmostAnna
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Refactored the structure for better extensibility Tests #11: Commit 3badfc0 pushed by AlmostAnna
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