GitHub - BassamSINAN/Deep-hedging-of-Autocallables-with-rough-Bergomi-model

Provided are some code snippets that were used in the research topic: Deep hedging of Autocallables with rough Bergomi model

Name		Name	Last commit message	Last commit date
Latest commit History 17 Commits
Barrier Options BS.ipynb		Barrier Options BS.ipynb
Deep hedging of Autocallables with rough Bergomi model.pdf		Deep hedging of Autocallables with rough Bergomi model.pdf
Pricing_with_MC.ipynb		Pricing_with_MC.ipynb
README.md		README.md
Some Greeks binary and barrier options.ipynb		Some Greeks binary and barrier options.ipynb
code_snippet_FNN_LSTM.py		code_snippet_FNN_LSTM.py

Provide feedback