#computationalfinance — Public Fediverse posts
Live and recent posts from across the Fediverse tagged #computationalfinance, aggregated by home.social.
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Solving high-dimensional option pricing: G-LSM leverages Hermite polynomials and gradients to achieve a 10x accuracy boost over LSM. https://hackernoon.com/a-practical-guide-to-g-lsm-improving-high-dimensional-option-pricing-with-minimal-overhead #computationalfinance