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A PINN for your Price
Solving the Black-Scholes PDE with physics inspired neural networks
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Hedging Outside of Utopia
Five easy pieces on derivative hedging, bridging the gap between academia and industry
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The SVI Model - A Tutorial
A Pythonesque implementation of Gatheral's volatility smile model
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Model Multiplicity
Incorporating model uncertainty into your machine learning pipeline
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Sub-optimal Optimal Portfolios
Exploring the effect of parameter uncertainty in optimal asset allocation