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  1. BSc-Dissertation BSc-Dissertation Public

    Solved the American option free-boundary problem as a variational inequality using finite-difference methods and Physics-Informed Neural Networks (PINNs), validated against QuantLib, and scaled the…

    Python 1

  2. High-Dimensional-American-Options-Deep-Learning-vs-LSM High-Dimensional-American-Options-Deep-Learning-vs-LSM Public

    Classical Longstaff–Schwartz vs. neural-network regression for pricing Bermudan max-call options in 2–20 dimensions, validated against exact and European reference prices (PyTorch)

    Python 1

  3. American-Options-meets-Poisson-Equation American-Options-meets-Poisson-Equation Public

    The idea of the project is that pricing an American option can be recast as a problem with the same structure as the Poisson equation. Once it is in that form, the numerical tools developed for Poi…

    Python 1

  4. Statistical-Simulation-Petros-Dellaportas-SpSe-2025-AUEB- Statistical-Simulation-Petros-Dellaportas-SpSe-2025-AUEB- Public

    This reepository is consisted of the three most challenging problems, that professor Dellaportas set us during his class about Statistical Simulation Techniques.

    R 1