├── .gitignore ├── LICENSE ├── README.md ├── colab └── deep_hedging_colab.ipynb ├── deep_hedging ├── __init__.py └── deep_hedging.py ├── env.yml ├── instruments ├── EuropeanCall.py └── __init__.py ├── loss_metrics ├── __init__.py ├── cvar.py └── entropy.py ├── presentation ├── data │ └── target_PnL_0.015.npy ├── default_params.py ├── dh_worker.py ├── main.py ├── main_window.py └── readme.txt ├── pyqt5 ├── default_params.py ├── dh_worker.py ├── main.py ├── main_window.py └── readme.txt ├── requirements.txt ├── stochastic_processes ├── BlackScholesProcess.py └── __init__.py └── utilities ├── __init__.py └── train_test_split.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YuMan-Tam/deep-hedging/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 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