Implementation of the vanilla Deep Hedging engine
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Apr 24, 2023 - Jupyter Notebook
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deep-hedging
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A curated list of resources dedicated to Deep Hedging
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Nov 5, 2022
Faster optimization for Asian option Deep Hedging
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Nov 13, 2023 - Jupyter Notebook
Coding assignments of the "Machine Learning in Finance & Insurance" course at ETH Zürich (Fall 2024).
machine-learning insurance-claim-prediction machine-learning-in-finance deep-hedging credit-analytics
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Jan 5, 2025 - Jupyter Notebook
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