GitHub / CJuanvip / pricing-nn-options
Apply option pricing models to price the S&P500 European options by using both parametric models and non-parametric machine learning models.
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PURL: pkg:github/CJuanvip/pricing-nn-options
Stars: 4
Forks: 1
Open issues: 2
License: None
Language: Jupyter Notebook
Size: 2.61 MB
Dependencies parsed at: Pending
Created at: almost 5 years ago
Updated at: over 1 year ago
Pushed at: almost 5 years ago
Last synced at: over 1 year ago
Topics: heston-models, hybrid-mnn, neural-networks, options-pricing, parametric-models