msabvid/Deep-PPDE msabvid/Deep-PPDE

  • Stars
    star
    29
  • Rank 855,465 (Top 17 %)
  • Language
    Python
  • License
    GNU General Publi...
  • Created over 4 years ago
  • Updated over 2 years ago
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msabvid/Deep-PPDE
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msabvid

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Repository Details

Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options

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