Research and implementation of optimal transport methods in financial modeling. Explores risk-neutral measure learning, calibration, and pricing through geometric and probabilistic frameworks, linking advanced mathematics, machine learning, and modern asset valuation theory.
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Research and implementation of optimal transport methods in financial modeling. Explores risk-neutral measure learning, calibration, and pricing through geometric and probabilistic frameworks, linking advanced mathematics, machine learning, and modern asset valuation theory.
NdettoMbalu/optimal-transport-and-pricing
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Research and implementation of optimal transport methods in financial modeling. Explores risk-neutral measure learning, calibration, and pricing through geometric and probabilistic frameworks, linking advanced mathematics, machine learning, and modern asset valuation theory.
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