GitHub - harvey-allen/option-pricing-and-stochastic-volatility: Introducing the data-driven concept through neural networks to price an option whose volatility is measured as a stochastic process.

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Introducing the data-driven concept through neural networks to price an option whose volatility is measured as a stochastic process.

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Name		Name	Last commit message	Last commit date
Latest commit History 32 Commits
Option Pricing Neural Network.pdf		Option Pricing Neural Network.pdf
heston_monte_carlo.py		heston_monte_carlo.py
heston_neural_network.ipynb		heston_neural_network.ipynb
requirements.txt		requirements.txt