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  1. LSVCalibrationANeuralNetworkApproach LSVCalibrationANeuralNetworkApproach Public

    How to calibrate a local stochastic volatility model using neural networks. Improvements include; incorporation of real data, refined control variate, and extension to directional (bid-ask) setting…

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  2. MScStochasticsFinancialMathematics MScStochasticsFinancialMathematics Public

    A collection of projects from my masters degree

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    Personal webpage

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    A collections of projects following the course "Deep Learning" at Instituto Superior Técnico in 2024

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