filgra

filgra's Stars

• hansbuehler/deephedging

  Implementation of the vanilla Deep Hedging engine

  Language:Jupyter Notebook23345

• chrischia06/Mean-Variance-Hedging

  Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈

  Language:Python144

• alexandrecarbonneau/Deep-Hedging-of-Long-Term-Financial-Derivatives

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

  Language:Jupyter Notebook2510