Initial release of Hedgehog.jl, a modular derivatives pricing library…

… in Julia.

- European and American options pricing
- Multiple pricing methods: analytical, binomial trees, Monte Carlo, Fourier
- Black-Scholes and Heston stochastic volatility models
- Greeks calculation via automatic differentiation, finite differences, and analytical formulas
- Calibration framework for volatility surfaces and model parameters
- SciML-inspired `solve(problem, method)` interface

```julia
using Pkg
Pkg.add("Hedgehog")
```