pricing-greeks

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tibonigabriele / pi-afno-thesis

Physics-informed Fourier Neural Operator (FNO) framework for fast pricing and Greeks computation of barrier options under Black–Scholes PDE, developed for an MSc thesis.

python machine-learning research quantitative-finance numerical-methods pde black-scholes barrier-options physics-informed neural-operators fourier-neural-operator pricing-greeks

Updated Jan 19, 2026
Python

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pricing-greeks

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tibonigabriele / pi-afno-thesis

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