camiloblanco / blackscholesdl

C++ Black-Scholes pricer and dataset generator for tranning a deep learning model with Python, Keras and Tensorflow.

Deep Learning for Black Scholes european options

• Project : Machine Learning and modern numerical techniques for high-dimensional option pricing - Financial Computing MSc. Dissertation QMUL 2019/2020
• License : MIT License, https://opensource.org/licenses/MIT
• Copyright (c) : 2020 Camilo Blanco
• Mail - Web : [email protected] - www.camiloblanco.com
• Lenguaje / Env: C++ / Microsoft Visual Studio Community 2019, Pyhon - Keras - Tensorflow / Jupyter note books
• Git Control : https://github.com/camiloblanco/BlackScholesDL
• Description : C++ Black-Scholes pricer and dataset generator for tranning a deep learning model with Python, Keras and Tensorflow.

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