Henry990826 / Machine-Learning---Option-Pricing-Calibration-Hedging--

Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging

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Machine-Learning---Option-Pricing-Calibration-Hedging--

Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging

The training set for the Heston calibration could not be uploaded wrt size constraints. If interested please email joerg(at)finciraptor.de and I will create a download link!

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Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging


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Language:Jupyter Notebook 99.8%Language:Python 0.2%