About This Project

CSCI145 Fall 2020 - Option Pricing Project

This project is conducted by Juan Diego Herrera and Seungho (Samuel) Lee. Here, we expand upon Robert Culkin’s and Sanjiv R. Das’ effort to recreate the Black-Scholes option pricing model using neural networks.

Hence, a more detailed repository can be reached by clicking on GitHub logo right next to About tab on top of this website.