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released this 23 Mar 09:04
· 16 commits to main since this release
0.19.1
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  • ENH: Add autogreek.gamma_from_delta (close #397) (#552)

  • ENH: Analytical BS European binary formulas (#437) (#553)

  • ENH: Analytical BS American binary formulas (#437) (#554)

  • DOC: Add notes on analytic formulas of price and greeks (#556)

  • DOC: Fix notebook and clear outputs (close #402) (#557)

  • DOC: Fix typo in generate_local_volatility_process (#551)

  • Bumping version from 0.19.0 to 0.19.1 (#559)

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