Example notebooks 📔
======================

`Deep Hedging <https://github.com/justinhou95/NeuralHedge/blob/main/notebooks/deephedge.ipynb>`_

Hedge an European call option under Black Scholes model with neural network.

`Efficent Hedging <https://github.com/justinhou95/NeuralHedge/blob/main/notebooks/efficienthedge.ipynb>`_

Efficent (partial) hedge an European call option with insufficent endowment with neural network.


`Utility Maximization <https://github.com/justinhou95/NeuralHedge/blob/main/notebooks/logutility.ipynb>`_

Merton's portfolio problem with neural network.

`Mean Variance Portfolio Optimization <https://github.com/justinhou95/NeuralHedge/blob/main/notebooks/mean_variance.ipynb>`_

Mean-variance portfolio problem with neural network.


.. toctree::
   :maxdepth: 1