Black-Scholes is an easy tool that can calculate the fair value of an equity option based on the Black-Scholes (European), Whaley (Quadratic) and Binomial Models along with the Greek sensitivities.
Binomial is an easy tool that can calculate the fair value of an equity option based on the Black-Scholes (European), Whaley (Quadratic) and Binomial Models along with the Greek sensitivities.
Lattice ESO provides the fair value of an employee stock option using an exercise multiple factor.
CEV provides the theoretical value and risk sensitivities of an option using the CEV and CEV Futures models.
Forward Start provides the theoretical value, delta and gamma of an option using the Forward Start model.
Gram-Charlier provides the theoretical value and risk sensitivities of an option using the Gram-Charlier model.
Jump-Diffusion provides the theoretical value and risk sensitivities of an option using the Jump-Diffusion model.
Method of Lines provides the theoretical value and risk sensitivities of an option using the Method of Lines model.