Two quants use options pricing tools to model Covid-19
New tool aims to gauge wider cost of virus control measures
A pair of prominent finance quants have built a pandemic model that borrows techniques from machine learning and option pricing. And they think it can help politicians decide when to lift lockdowns.
Alexander Lipton and Marcos López de Prado are aiming to give a “holistic” view of the cost and benefit of different policies. By balancing these outputs the model could help plot the optimal responses to the pandemic.
Greater insight into the macroeconomic impact of coronavirus and the health
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