Pinned

1. Deep-PPDE Deep-PPDE Public

   Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options

   Python 31 3

2. Deep-PDE-Solvers Deep-PDE-Solvers Public

   Unbiased Deep Learning based Solvers for parametric PDEs

   Python 9 6

3. robust_nsde robust_nsde Public

   Robust pricing and hedging via Neural SDEs

   Python 26 12

4. SigFiltering SigFiltering Public

   Sampling from the solution of the Zakai equation, using the Signature and Conditional Wasserstein GANs

   Python 4

5. DeepLearning-StochasticControl DeepLearning-StochasticControl Public

   Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems

   Jupyter Notebook 6 2

6. simtopia/verbs-examples simtopia/verbs-examples Public

   Examples of simulations implemented using VERBS

   Python 2