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Popular GitHub Repositories for Option Pricing

Discover the most popular open-source projects and tools related to Option Pricing, and stay updated with the latest development trends and innovations.

Reinforcement Learning Option Pricing

deep-q-network

A DQN agent that optimally hedges an options portfolio.

2周前

Pinn_option_pricing

option-pricing

Scientific Machine Learning for Option Pricing

2周前

Ml Options Pricing

deep-learning

Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.

3周前

OptionPricingUsingTimeGAN

autoencoder

1年前

Physics Informed Neural Network For Option Pricing

gated-neural-network

In this project I develop a Physics informed Neural Network for pricing options by finding an approximate solution of Black-Scholes Partial Differential Equations.

3周前

Deep_Neural_Network_for_Bermudan_Option_Pricing

bermudan-option

An applied research project on Bermudan option pricing using FFNN.

1个月前