diff --git a/README.md b/README.md index 0ebde47..6ab08b1 100644 --- a/README.md +++ b/README.md @@ -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