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Update readme
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jkirkby3 committed Sep 17, 2024
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Expand Up @@ -17,11 +17,11 @@ This library is under active development, although the currently posted features

### Pricing Methods
- Analytical: closed form pricing when available, e.g. Black Scholes
- Fourier: PROJ, Lewis, Gil-Peleaz
- Fourier: PROJ (Frame Projection), Lewis, Gil-Peleaz, Carr-Madan, Hilbert Transform
- More in progress (PDE, Monte Carlo, etc) ...

### Model Calibration
- Levy Model Calibration (VG, NIG, CGMY, MJD, Kou, etc)
- Levy Model Calibration (VG, NIG, CGMY, MJD, Kou, Tempered-Stable, Bilateral Gamma, etc)
- Heston Stochastic Volatility Model Calibration
- Stochastic Volatility with Jumps Model Calibration
- SABR Model calibration
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