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  1. Supervised_Deep_Neural_Networks_For_Option_Pricing_and_Calibration Supervised_Deep_Neural_Networks_For_Option_Pricing_and_Calibration Public

    DNNs used for pricing Vanilla, Barrier, and American Options under various advanced models such as GBM, GBMSA, VG, and VGSA

    Jupyter Notebook 2

  2. American-Option-Pricing-Approximation-using-Ju-Zhong-for-Variance-Gamma-Model American-Option-Pricing-Approximation-using-Ju-Zhong-for-Variance-Gamma-Model Public

    American-Option-Pricing-and-Greek-Approximation-using-Ju-Zhong-Approximation-for-Variance-Gamma-Model

    TeX 1 1

  3. 3-Month_FX_Call_with_Libor_Knock_Out 3-Month_FX_Call_with_Libor_Knock_Out Public template

    "Quanto Option" with stock in EUR and Strike in USD and a knock-out property if libor is below a level L*

    Jupyter Notebook 1

  4. nanochat nanochat Public

    Forked from karpathy/nanochat

    The best ChatGPT that $100 can buy.

    Python 1

  5. Sorting-Visualizer Sorting-Visualizer Public

  6. steipete.me steipete.me Public

    Forked from steipete/steipete.me

    My personal website.

    Astro