From b015008206f6bf83fb7d454640c3f9a324cb9c9d Mon Sep 17 00:00:00 2001 From: jkirkby3 Date: Tue, 17 Sep 2024 17:23:39 -0400 Subject: [PATCH] Update readme --- README.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 591eb32..0ebde47 100644 --- a/README.md +++ b/README.md @@ -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