Greeks Calculation, PyTorch

https://www.jtash.com/black-scholes-in-pytorch

https://www.jtash.com/pricing-exotic-options-in-pytorch

Fast Monte-Carlo Pricing

https://ipythonquant.wordpress.com/2018/11/18/fast-monte-carlo-pricing-and-greeks-for-barrier-options-using-gpu-computing-on-google-cloud-platform-in-python/

https://ipythonquant.wordpress.com/author/mgroncki/