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stochastic-rs-core/README.md

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+![build workflow](https://github.com/dancixx/stochastic-rs/actions/workflows/rust.yml/badge.svg)
+[![Crates.io](https://img.shields.io/crates/v/stochastic-rs?style=flat-square)](https://crates.io/crates/stochastic-rs)
+![Crates.io](https://img.shields.io/crates/l/stochastic-rs?style=flat-square)
+
+# Stochastic-rs
+
+A Rust library for stochastic processes and models. The main goal to provide a simple and easy to use high performance library for stochastic processes and models. This library is still in development and breaking changes may occur. 🚧
+
+Documentation is available at [stochastic-rs](https://docs.rs/stochastic-rs/).
+
+
+# Implementations
+
+- [Rust](https://github.com/dancixx/stochastic-rs)
+- [Typescript](https://github.com/dancixx/stochastic-js)
+
+# Stochastic processes
+- [x] Gaussian noise
+- [x] Correlated Gaussian noise
+- [x] Brownian motion
+- [x] Correlated Brownian motion
+- [x] Geometric Brownian motion
+- [x] Cox-Ingersoll-Ross process
+- [x] Ornstein-Uhlenbeck process
+- [x] Jacobi process
+
+# Jumps and Levy processes (unstable)
+- [x] Poisson process
+- [x] Compound Poisson process
+- [x] Fractional Ornstein-Uhlenbeck process with jumps
+- [x] Levy jump diffusion
+- [x] Inverse Gaussian
+- [x] Normal Inverse Gaussian
+- [x] Variance Gamma
+
+
+# Stochastic models
+- [x] Heston model
+- [x] Merton model
+- [x] Bates model
+- [x] Vasicek model
+- [x] SABR model (unstable)
+- [x] Duffie-Kan model (unstable)
+
+
+# Fractional Stochastic processes
+- [x] Fractional Gaussian noise
+- [x] Correlated Gaussian noise
+- [x] Fractional Brownian motion
+- [x] Correlated Fractional Brownian motion
+- [x] Fractional Geometric Brownian motion
+- [x] Fractional Ornstein-Uhlenbeck process
+- [x] Fractional Cox-Ingersoll-Ross process
+- [x] Fractional Jacobi process
+
+# Features
+- [ ] Rough Heston model
+- [ ] Bergomi model
+- [ ] Rough Bergomi model
+- [ ] Hull-White model
+- [ ] Barndorff-Nielsen & Shephard model
+- [ ] Alpha-stable models
+- [ ] CGMY model
+- [ ] CIR model
+- [ ] Multi-factor CIR model
+- [ ] BGM model
+- [ ] Wu-Zhang model
+- [ ] Affine model
+- [ ] Heath-Jarrow-Morton model & Multi-factor Heath-Jarrow-Morton model
+
+## Future work
+- [x] Add more tests
+- [x] Add more examples
+- [x] Full documentation