Skip to content
View alexandrecarbonneau's full-sized avatar
20 followers · 0 following

Achievements

Achievement: Starstruck
BetaSend feedback

Achievements

Achievement: Starstruck
BetaSend feedback
Block or Report

Block or report alexandrecarbonneau

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned

  1. Equal-risk-pricing-with-deep-hedging Equal-risk-pricing-with-deep-hedging Public

    This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020). Equal Risk Pricing of Derivatives with Deep Hedging.

    Jupyter Notebook 13 4

  2. Deep-Hedging-of-Long-Term-Financial-Derivatives Deep-Hedging-of-Long-Term-Financial-Derivatives Public

    This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.

    Jupyter Notebook 21 10