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  1. Thesis Thesis Public

    A PyTorch implementation to approximate the optimal trading strategy and the optimal risky fraction in a Black-Scholes model with transaction costs.

    Jupyter Notebook 2

  2. gfdm gfdm Public

    Official code for Generative Fractional Diffusion Models

    Python 12 1

  3. marcoaversa/diffinfinite marcoaversa/diffinfinite Public

    DiffInfinite Official Code

    Jupyter Notebook 34 5