v.0.9.0

Stochastic Updates:

• General Multithreaded Process Generation: Enhanced performance and efficiency in stochastic process simulations.
• Improved FGN-based Models Data Generation: Better data generation from Fractional Gaussian Noise models.
• Hull-White One-Factor Model: Newly implemented for more accurate interest rate modeling.
• Hull-White Two-Factor Model: Added for advanced interest rate predictions.
• Heston 3/2 Model: Integrated into our suite for sophisticated volatility modeling.

Quantitative Finance:

• Heston Pricing Model: Implemented for pricing options under the Heston model assumptions.
• Heston Model Calibration: Tools for calibrating the Heston model to market data.
• Yahoo API module: Tool for retrieve data for testing

Options:

• BSM (Black-Scholes-Merton Model): Enhanced implementation of this fundamental option pricing model.

Bonds:

• CIR (Cox-Ingersoll-Ross Model): Updated with new analytical methods.
• Vasicek Model: Improved stability and performance.
• Hull-White Model: Note that this implementation is currently unstable and should be used with caution.

AI Module:

• FOU-LSTM: A combination of Fractional Ornstein-Uhlenbeck processes with Long Short-Term Memory networks (under construction).
• FOU-VAE: Integration of Fractional Ornstein-Uhlenbeck processes with Variational Autoencoders (under construction).

Statistical Tools:

• Fractal Dimension Analysis: New methods such as Higuchi and variogram approaches added.
• NMLE for Heston Parameters Estimation: Nonlinear Maximum Likelihood Estimation methods implemented for parameter estimation in the Heston model.
• CIR Future Value, PDF, and Asymptotic PDF: New analytical tools for deeper insights into the Cox-Ingersoll-Ross model.

Breaking Changes:

• Finalized Library Structure and Naming Conventions: This release includes breaking changes to the library structure and naming conventions. Please see the migration guide attached for instructions on updating your existing codebase to work with the new version.