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Update readme
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jkirkby3 committed Sep 17, 2024
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Expand Up @@ -10,7 +10,7 @@ This library is under active development, although the currently posted features

- Black-Scholes
- Jump Diffusions: Merton, Kou (Double Exponential)
- Levy: Variance Gamma, Normal Inverse Gaussian (NIG), CGMY/KoBoL, Bilateral Gamma
- Levy: (VG, NIG, CGMY/KoBoL, MJD, Kou, Tempered-Stable, Bilateral Gamma, etc)
- Stochastic Volatility: Heston
- SVJ: Bates, Heston + Double Expo Jumps
- SLV: SABR
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