Most likely OpenAI would have done it first, that is assuming that LLMs are the answer.
But LLMs can never be the answer since they rely on ambiguously worded free-form text written by humans. Try writing software to price a derivative that way.
The only way that a computer will write accurate reliable software is if it’s given clear and precise instructions. No current tool will do that.The answer will come from outside the usual suspects.
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