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1. pricing-options-pytorch pricing-options-pytorch Public

   Pricing options and computing implied volatilities with neural networks.

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2. ddpg-hedging-two-with-approaches ddpg-hedging-two-with-approaches Public

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3. MC-methods-asian-options MC-methods-asian-options Public

   Pricing asians options using various MC schemes with and without a variance reduction technique. Check the Report.pdf for a more on depth description of the project and the schemes. The implementat…

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