GitHub repository: karandeeps18/OptionpricingUsingDNN
Primary language: Jupyter Notebook
Created: 2024-11-17T14:01:46Z
Description: We are performing an experiment to check if the machine learning models can learn BlackScholes option pricing PDE. It is a classical function approximation problem. We are treating the option as plain European option and the model is initially trained on synthetic BS-call-option data.