Black scholes simple world - Githubissues

hansbuehler / deephedging

Implementation of the vanilla Deep Hedging engine

GNU General Public License v3.0

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Black scholes simple world #3

Closed hansbuehler closed 1 year ago

hansbuehler commented 1 year ago

Major changes to the code base

Recurrent networks with digital states
Initial delta hedge network
Fixed bug in BS world mode
Cleaned up trainer/plot_training to make it easier to distribute training jobs