This package is an experimental package which intends to look at the possibility of a neural network to learn to infer the log(F/K) and Implied Volatility from delta, gamma, vega, theta, residual maturity and finaly the option type (call or put). This should be easy using an RTX 4080. The purpose is to test the sensitivities provided by trading platforms.
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Paul-Pelletier/Reverse-Black-Scholes-Neural-Network-GPU-Learning
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