Added notes for 3.6.0.
@@ -6,7 +6,7 @@ finmath lib Release Notes
# Release Notes
-## 3.6.0 (11.11.2018)
+## 3.6.0 (25.11.2018)
### General
@@ -18,7 +18,8 @@ finmath lib Release Notes
- Setting the property `"barrierDiracWidth"` to `Double.POSITIVE_INFINITY` results
in a replacement of the derivative of the indicator function by 1. This option will
be useful in an accurate estimation of the derivative of the indicator function.
-
+- Implementation of the density regression for the derivative of indicator functions,
+ see https://ssrn.com/abstract=3282667
## 3.5.0 (04.11.2018)
