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YuMan-Tam/deep-hedging

Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

Owner
YuMan-Tam (personal account)
Stars
Stars: 164
Forks
Forks: 57
Language
Jupyter Notebook
License
GPL-3.0
Created
2020
Topics
quantitative-financederivatives-pricingdeep-learning
Tier
Prototype (100 to 249 ★) What this tier means
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