/MasterThesisHNGDeepVola

Discrete Volatility Models Using Deep Learning. Improving the approach of Horvath, Blanka and Muguruza, Aitor and Tomas, Mehdi, Deep Learning Volatility (January 24, 2019). Available at SSRN: https://ssrn.com/abstract=3322085 or http://dx.doi.org/10.2139/ssrn.3322085

Primary LanguageJupyter Notebook

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