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New version: CharFuncPricing v0.4.1 #120442
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New version: CharFuncPricing v0.4.1 #120442
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JuliaRegistrator
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Nov 30, 2024
- Registering package: CharFuncPricing
- Repository: https://github.com/jherekhealy/CharFuncPricing.jl
- Created by: @jherekhealy
- Version: v0.4.1
- Commit: 0093a5b9a1ec85d901ce9709ba9ac1e6a0d2d18d
- Reviewed by: @jherekhealy
- Reference: jherekhealy/CharFuncPricing.jl@0093a5b#commitcomment-149773298
- Description: Julia package to provide reference European option prices for stochastic volatility models with a known characteristic function, such as the Heston stochastic volatility model.
UUID: 1fb851c3-be98-478b-9657-166436d5cfc1 Repo: https://github.com/jherekhealy/CharFuncPricing.jl.git Tree: 90300bcd59f2c45b5b5ff6a75100e01ce39c1dc3 Registrator tree SHA: 17aec322677d9b81cdd6b9b9236b09a3f1374c6a
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