Quantitative Finance
Yong-guang Gong's user avatar
Yong-guang Gong's user avatar
Yong-guang Gong's user avatar
Yong-guang Gong
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Option pricing Greeks in Python - incorrect Gamma with MC option pricing (Black) using AAD autograd / JAX libraries - but works with closed form?
Mar 16
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How to convert the parameters of multi-factors cheyette model (quasi-Gaussian model) from tenors to factors?
Nov 8

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