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Adjusting inputs form bs, scaling corrected in carr madan CI #37: Commit 36a8774 pushed by aleCombi
March 20, 2025 11:57 1m 5s master
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March 20, 2025 11:57 1m 5s
Testing carr madan with heston CI #36: Commit f12a0d1 pushed by aleCombi
March 20, 2025 11:42 1m 16s master
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March 20, 2025 11:42 1m 16s
Adjusting parameters and timing CI #35: Commit 2d43769 pushed by aleCombi
March 20, 2025 10:27 1m 25s master
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March 20, 2025 10:27 1m 25s
Trying to reproduce BK price CI #34: Commit d38909e pushed by aleCombi
March 20, 2025 09:28 3m 12s master
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March 20, 2025 09:28 3m 12s
Setup broadie kaya exact simulation CI #33: Commit 16bb332 pushed by aleCombi
March 19, 2025 22:53 7m 32s master
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March 19, 2025 22:53 7m 32s
Testing heston exact against heston CI #32: Commit 873b18a pushed by aleCombi
March 18, 2025 21:26 8m 19s master
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March 18, 2025 21:26 8m 19s
working on heston exact sim CI #31: Commit dfd1a8d pushed by aleCombi
March 17, 2025 22:10 1m 15s master
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March 17, 2025 22:10 1m 15s
Added carr madan for generic distributions CI #30: Commit 9ae7bd3 pushed by aleCombi
March 17, 2025 20:52 1m 8s master
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March 17, 2025 20:52 1m 8s
added carr madan, for now specific to bs CI #29: Commit f815aa5 pushed by aleCombi
March 17, 2025 18:37 1m 17s master
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March 17, 2025 18:37 1m 17s
Added black scholes montecarlo CI #28: Commit ce10015 pushed by aleCombi
March 17, 2025 17:43 8m 18s master
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March 17, 2025 17:43 8m 18s
added montecarlo blacksholes pricer CI #27: Commit 5b9d0ad pushed by aleCombi
March 16, 2025 16:36 1m 3s master
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March 16, 2025 16:36 1m 3s
Merged drif and diffusion functions into SDEFunction, combining SDEFu… CI #26: Commit ef00517 pushed by aleCombi
March 16, 2025 13:44 1m 6s master
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March 16, 2025 13:44 1m 6s
Added ensemble plot for gbm simulation CI #25: Commit 4b62943 pushed by aleCombi
March 15, 2025 18:28 57s master
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March 15, 2025 18:28 57s
Added initial SDE DifferentialEquations.jl compatibility to be used i… CI #24: Commit 5e18049 pushed by aleCombi
March 15, 2025 18:03 9m 53s master
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March 15, 2025 18:03 9m 53s
Added test set for black scholes CI #23: Commit 3791544 pushed by aleCombi
March 15, 2025 15:25 51s master
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March 15, 2025 15:25 51s
Added docstrings CI #22: Commit 1ef8a7a pushed by aleCombi
March 14, 2025 18:00 1m 5s master
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March 14, 2025 18:00 1m 5s
Made all the examples working. Added binomial tree vega analysis plut… CI #21: Commit c052f60 pushed by aleCombi
March 14, 2025 16:40 3m 44s master
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March 14, 2025 16:40 3m 44s
Implemented CRR for both spot and forward underlying CI #20: Commit 05c759f pushed by aleCombi
March 13, 2025 13:28 42s master
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March 13, 2025 13:28 42s
Working CRR with r=0 CI #19: Commit 5d0b31d pushed by aleCombi
March 13, 2025 07:47 53s master
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March 13, 2025 07:47 53s
Working on a code specialist agent CI #18: Commit 37ff127 pushed by aleCombi
March 11, 2025 21:22 44s master
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March 11, 2025 21:22 44s
Add docstrings everywhere CI #17: Commit efe36a6 pushed by aleCombi
March 11, 2025 20:31 47s master
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March 11, 2025 20:31 47s
Created example project which devs hedgehog2. Moved example code there. CI #16: Commit 009ee8a pushed by aleCombi
March 11, 2025 20:22 50s master
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March 11, 2025 20:22 50s
btime back to main scope, other wwise it doesnt work CI #15: Commit d492a65 pushed by aleCombi
March 11, 2025 19:29 1m 54s master
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March 11, 2025 19:29 1m 54s
Allowing different embedding and retrieval models for adr agent CI #14: Commit 2d59497 pushed by aleCombi
March 11, 2025 19:14 1m 45s master
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March 11, 2025 19:14 1m 45s
Updated adr to make it more atomic. Implemented ADR specialist aI agent CI #13: Commit e2f65b9 pushed by aleCombi
March 11, 2025 17:40 1m 56s master
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March 11, 2025 17:40 1m 56s