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PyFeng 0.2.0
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@jaehyukchoi jaehyukchoi released this 20 May 15:14
· 248 commits to main since this release
v0.2.0
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Learn about vigilant mode.

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

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