{"push_id":546197207,"size":1,"distinct_size":1,"ref":"refs/heads/master","head":"3f9cae0f87b57585ae9d2341d2298fbf454fa212","before":"c2adcb11fafe107591ebd30de43a1b76ae886cb0","commits":[{"sha":"3f9cae0f87b57585ae9d2341d2298fbf454fa212","author":{"email":"a5a6cfd850cc0351dcc010284bd6d97cbb6e19ae@gmail.com","name":"Steven Sommer"},"message":"Create European_Option_Price_Hilpisch.py\n\nValuation of European Call and Put Options Under Stochastic Volatility and Interest Rates\r\nParameter Examples from Medvedev & Scaillet ( 2009 ):\r\n\" Pricing American Options Under Stochastic Volatility\r\n  and Stochastic Interest Rates \"\r\n  Working Paper No. 429 , Finrisk --- MS ( 2009 )\r\n\r\n(c) Visixion GmbH - Dr. Y. Hilpisch Script for illustration purposes only . August 2011","distinct":true,"url":"https://api.github.com/repos/drquant/Python_Finance/commits/3f9cae0f87b57585ae9d2341d2298fbf454fa212"}]}