Highlights
- Pro
Block or Report
Block or report paiforsyth
Report abuse
Contact GitHub support about this user’s behavior. Learn more about reporting abuse.
Report abuseStars
Language: Jupyter Notebook
All languages
C
C++
Haskell
Java
JavaScript
Jupyter Notebook
LLVM
Lua
Python
Rust
SWIG
Scala
TeX
Nothing to show
Sort by: Most stars
4
stars
written in Jupyter Notebook
Clear filter
This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
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.