1 result found Sort:

kgeoffrey
AutoHedge.jl kgeoffrey
10
53
mit
4
Automatic Options Hedging and Backtesting
hedging options delta-hedging options-trading hedging-strategy delta-gamma-hedge options-strategies quantitative-finance greeks-neutralization automatic-differentiation
Created 2019-09-24
62 commits to master branch, last one about a year ago