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  1. mpo-gradient-descent mpo-gradient-descent Public

    Forked from pventura1976/mpo-gradient-descent

    Multi-Objective Portfolio Optimization using Gradient Descent

    Jupyter Notebook

  2. Option-Pricing Option-Pricing Public

    Forked from Robin-Guilliou/Option-Pricing

    Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

    Jupyter Notebook