GitHub - ncdetering/FlowForwardsNumerics: Code for numerical study in the paper "Pricing options on flow forwards by neural networks in Hilbert space" by Fred Espen Benth, Nils Detering, and Luca Galimberti

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Code for numerical study in the paper "Pricing options on flow forwards by neural networks in Hilbert space" by Fred Espen Benth, Nils Detering, and Luca Galimberti

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Code for numerical study in the paper "Pricing options on flow forwards by neural networks in Hilbert space" by Fred Espen Benth, Nils Detering, and Luca Galimberti

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CaseStudy2

CaseStudy2

.gitattributes

.gitattributes

ClassicalNNPointBasedEpochs50Batch10000Multivariate.ipynb

ClassicalNNPointBasedEpochs50Batch10000Multivariate.ipynb

ClassicalNNPointBasedEpochs50Batch10000Multivariate20Discretizations.ipynb

ClassicalNNPointBasedEpochs50Batch10000Multivariate20Discretizations.ipynb

ClassicalNNPointBasedEpochs50Batch10000Univariate.ipynb

ClassicalNNPointBasedEpochs50Batch10000Univariate.ipynb

ClassicalNNPointBasedEpochs50Batch10000Univariate20Discretisations.ipynb

ClassicalNNPointBasedEpochs50Batch10000Univariate20Discretisations.ipynb

DataGenerationForClassicalNNMultiVariate.ipynb

DataGenerationForClassicalNNMultiVariate.ipynb

DataGenerationForClassicalNNUnivariate.ipynb

DataGenerationForClassicalNNUnivariate.ipynb

DataGenerationMultivariateNoise.ipynb

DataGenerationMultivariateNoise.ipynb

DataGenerationTestsetMultivariate.ipynb

DataGenerationTestsetMultivariate.ipynb

DataGenerationTestsetUnivariate.ipynb

DataGenerationTestsetUnivariate.ipynb

DataGenerationUnivariateNoise.ipynb

DataGenerationUnivariateNoise.ipynb

NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Multivariate.ipynb

NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Multivariate.ipynb

NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Univariate.ipynb

NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Univariate.ipynb

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Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
CaseStudy2		CaseStudy2
.gitattributes		.gitattributes
ClassicalNNPointBasedEpochs50Batch10000Multivariate.ipynb		ClassicalNNPointBasedEpochs50Batch10000Multivariate.ipynb
ClassicalNNPointBasedEpochs50Batch10000Multivariate20Discretizations.ipynb		ClassicalNNPointBasedEpochs50Batch10000Multivariate20Discretizations.ipynb
ClassicalNNPointBasedEpochs50Batch10000Univariate.ipynb		ClassicalNNPointBasedEpochs50Batch10000Univariate.ipynb
ClassicalNNPointBasedEpochs50Batch10000Univariate20Discretisations.ipynb		ClassicalNNPointBasedEpochs50Batch10000Univariate20Discretisations.ipynb
DataGenerationForClassicalNNMultiVariate.ipynb		DataGenerationForClassicalNNMultiVariate.ipynb
DataGenerationForClassicalNNUnivariate.ipynb		DataGenerationForClassicalNNUnivariate.ipynb
DataGenerationMultivariateNoise.ipynb		DataGenerationMultivariateNoise.ipynb
DataGenerationTestsetMultivariate.ipynb		DataGenerationTestsetMultivariate.ipynb
DataGenerationTestsetUnivariate.ipynb		DataGenerationTestsetUnivariate.ipynb
DataGenerationUnivariateNoise.ipynb		DataGenerationUnivariateNoise.ipynb
NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Multivariate.ipynb		NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Multivariate.ipynb
NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Univariate.ipynb		NetworkFittingDifferentNetworksEpochs50Batch10000Psi025025025025Univariate.ipynb

ncdetering/FlowForwardsNumerics

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