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# CF functions

Implements common CF functions in Rust

## References

Duffie: http://web.stanford.edu/~duffie/dps.pdf

Carr-Geman-Madan-Yor: http://finance.martinsewell.com/stylized-facts/distribution/CarrGemanMadanYor2002.pdf

My ops-risk paper: https://github.com/danielhstahl/OpsRiskPaper/releases/download/0.1.0/main.pdf



# Benchmarks

https://danielhstahl.github.io/cf_functions_rust/report/index.html

# Crates

https://crates.io/crates/cf_functions