Available Models

The following list of financial models are currently supported in L3:

• Binomial Tree
• Closed Form Black Scholes
• Heston Closed Form (HCF)
• Merton 76 (Jump Diffusion)
• Garman Kohlhagen
• Quanto Options
• Heston FD
• Monte-Carlo American
• Monte-Carlo European
• Monte-Carlo European Dow Jones Engine (DJE)
• PopMCMC Options