This repository contains Code belonging to the master thesis "Deep Learning für Optionsbewertung mit dünnen Gittern".

Go to colab.google.com and click "open notebook" and paste the URL of this repository. Then choose "notebooks/colab-sparse.ipynb".
After that execute the notebook.

I heavily recommend running the project in a Linux environment, either on Ubuntu etc. or WSL. Clone this repository and create a Python virtual environment in the root path of this project.
Make sure that a C++ compiler and cmake are installed. Open a terminal.

On Ubuntu based distros. bash sudo apt install g++ cmake

Then in the python virtual environment:

bash pip install --user -r requirements.txt