What if I am not using Black-Scholes or Lattice Models to value my Options?
If you are using a stock model not specifically endorsed for our Volatility Tool (i.e. Black-Scholes-Merton or a Lattice model), you may still be able to use the Tool. However, depending on the volatility input requirements of the model you are using, some modifications or re-interpretations may be necessary. We can provide Professional Services expertise to guide you in using this Tool and in gathering and supporting your conclusions. Please contact our Consulting group for information.
