What's new
New module: mathpf.mills_dd — symmetric divided differences of the Mills ratio for the Black-Scholes price-to-vega ratio.
New public API
mathpf.millsratio_dd(x, dx, theta=1)
# theta = +1: (R(x-dx) - R(x+dx)) / (2 dx) = Cv/sigma (call branch)
# theta = -1: (R(dx-x) + R(x+dx)) / (2 dx) = (1-Cv)/sigma (above branch)
mathpf.millsratio_dd_asymp(x, dx, n_terms=4)
# Deep-OTM cancellation-free DD via the analytic 1/(z^2+3) asymptotic.
# n_terms in {2,3,4,5} reaches ~100*eps at x - dx >= 352, 99.6, 51.2, 32.7.The theta=+1 dispatcher splits into three regimes — asymp / R'''-seeded Taylor / direct mc.R difference — to keep relative error near eps across the full (x, dx) plane.
cdef kernels are noexcept nogil and re-use the existing mathpf.mills kernels via Cython cimport.
Notes
theta=-1is not a literal divided difference — it's the BS above-inflection representation(1-Cv)/sigma, evaluated at two positive arguments to avoid cancellation forx < 0. See module docstring.
Full Changelog: v0.4.1...v0.5.0