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Option Modelling by Deep Learning
(2021-02-10)
In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of ...
Deep Learning and the Heston Model:Calibration & Hedging
(2020-07-03)
The computational speedup of computers has been one of the de ning characteristics
of the 21st century. This has enabled very complex numerical methods for solving existing
problems. As a result, one area that has seen ...