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1. simtopia/verbs-examples simtopia/verbs-examples Public

   Examples of simulations implemented using VERBS

   Python 2

2. SigFiltering SigFiltering Public

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

   Python 5 1

3. Deep-PPDE Deep-PPDE Public

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

   Python 31 2

4. Deep-PDE-Solvers Deep-PDE-Solvers Public

   Unbiased Deep Learning based Solvers for parametric PDEs

   Python 10 6

5. robust_nsde robust_nsde Public

   Robust pricing and hedging via Neural SDEs

   Python 29 11

6. DeepLearning-StochasticControl DeepLearning-StochasticControl Public

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

   Jupyter Notebook 7 4