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Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies

CQF Institute Season 1 Episode 20

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In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.