GitHub repository: Klein225/Option-Pricing-Using-Neural-Networks
Primary language: Jupyter Notebook
Created: 2020-03-27T13:51:32Z
Description: This is a thesis topic which studies option pricing using (possibly deep) neural networks with outset in McGhee (2018) "An Artificial Neural Network Representation of the SABR Stochastic Volatility Model" and particularly focuses on implementation in Python.