Feras
Feras
@Kritiii I'm really sorry but this project is not really supported or maintained. It's state was very experimental, I would advice just copying the audio extraction code and rewriting the...
@MGlolenstine Happy to accept a PR if you want to help get it into a working state. Likely a lot of other parts are also geared towards android 4 or...
I have some simple python implementation of FD, but im quite foreign to tensorflow and maybe the most I can contribute is the python code. It's relatively trivial though.
@cyrilchim I can see that there's an American BS sample now and some IV approximations root finders (brent etc). So the only question left now is whether the FD solver...
Were you able to add those and an IV root finder example in the American notebook, very curious to give it a speed test against my custom implementation (xtensor) and...
Thanks, I will try that and compare to QL as well as clean up and try to add to the colab. Do you have a running example of `tff.math.fwd_gradient` either...
@cyrilchim I had a couple more questions around the `solve_backwards` method: 1. How would you incorporate dividends in the example notebook, do you just change the coeff funcs? 2. Seems...
Thanks I'll take a look at it. Meanwhile do you have some high level docs or maybe can you explain in a few words which parts of the FD scheme...
@saxena-ashish-g do you have more details on the implementation or the cuda kernel? I couldn't see it in the TF repository
Thanks Cyril, I took a look but the Nvidia docs don't suggest the algorithm used for the solver, so although the underlying library is clear im still not sure how...