v.0.2.1

Features

• C binding

Bug fix

• GBM and fGBM process simulation

Full Changelog: v.0.2.0...v.0.2.1

0.2.0

Features

• Ornstein-Uhlenbeck process
• Cox-Ingersoll-Ross process
• Jacobi process
• Fractional Brownian motion (FFT method)
• Fractional Geometric Brownian motion
• Fractional Ornstein-Uhlenbeck process
• Fractional Cox-Ingersoll-Ross process
• Fractional Jacobi process
• Higuchi fractal dimension

Full Changelog: v0.1.1...v.0.2.0

v0.1.1

• Add README.md

Full Changelog: https://github.com/dancixx/stochastic-rs/commits/v.0.1.1

v0.1.0

Features

• Gaussian noise
• Fractional Gaussian noise
• Brownian motion
• Fractional Brownian motion

Full Changelog: https://github.com/dancixx/stochastic-rs/commits/v0.1.0