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4 stars written in Jupyter Notebook
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Dask tutorial

Jupyter Notebook 1,827 700 Updated Nov 17, 2023

This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.

Jupyter Notebook 22 10 Updated Jul 28, 2020

This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020). Equal Risk Pricing of Derivatives with Deep Hedging.

Jupyter Notebook 15 4 Updated Oct 15, 2021
Jupyter Notebook 8 1 Updated Aug 1, 2017