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bermudan-option
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Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
optionsmonte-carloderivativesoption-pricingquantitative-financeamerican-optionsjump-diffusionstochastic-volatility-modelsblack-scholesfourier-transformsabreuropean-optionslevy-processesheston-modelasian-optionbermudan-optionlookback-optionvariance-swapbarrier-optionquant-finance
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Nov 19, 2024 - MATLAB
An applied research project on Bermudan option pricing using FFNN.
machine-learningdeep-neural-networksdeep-learningfeedforward-neural-networkresearch-projectmonte-carlo-simulationoption-pricingresearch-paperresearch-and-developmentbermudan-option
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Mar 9, 2025 - Jupyter Notebook
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