Second-Order Differential ML
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Updated
Jun 3, 2024 - Jupyter Notebook
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differential-machine-learning
Here are 3 public repositories matching this topic...
Differential ML option pricing and deep hedging in PyTorch. Analytic, autograd, and pathwise Monte Carlo routes to every Greek, validated to 1e-10; a deep hedging policy under transaction costs, benchmarked against delta hedging.
machine-learning deep-learning monte-carlo pytorch autograd quantitative-finance black-scholes greeks options-pricing streamlit deep-hedging differential-machine-learning
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Updated
Sep 4, 2026 - Jupyter Notebook
Predicting Option Prices using A Quantum Differential Machine Learning Model developed with Arham Aneeq
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Updated
Jul 1, 2025 - Jupyter Notebook
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