{"id":14068221,"url":"https://github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R","last_synced_at":"2025-07-30T03:32:38.634Z","repository":{"id":134374274,"uuid":"179782847","full_name":"chicago-joe/Option-Pricing-via-Levy-Models-in-R","owner":"chicago-joe","description":"using the Inverse-Transform method to speed up options pricing simulations in R","archived":false,"fork":false,"pushed_at":"2025-07-10T03:34:37.000Z","size":29622,"stargazers_count":28,"open_issues_count":0,"forks_count":11,"subscribers_count":1,"default_branch":"master","last_synced_at":"2025-07-18T22:23:21.702Z","etag":null,"topics":["algorithmic-trading","computational-finance","european-options","financial-engineering","levy-models","levy-process","levy-processes","mathematical-finance","mathematical-modelling","monte-carlo-simulation","monte-carlo-simulations","option-pricing","options-trading","r","r-language","r-programming"],"latest_commit_sha":null,"homepage":"https://chicago-joe.github.io/Option-Pricing-via-Levy-Models-in-R/","language":"HTML","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/chicago-joe.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2019-04-06T03:09:32.000Z","updated_at":"2025-07-10T03:34:40.000Z","dependencies_parsed_at":null,"dependency_job_id":"dffa026c-f7b3-476d-a1b2-496a507e4559","html_url":"https://github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/chicago-joe/Option-Pricing-via-Levy-Models-in-R","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chicago-joe%2FOption-Pricing-via-Levy-Models-in-R","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chicago-joe%2FOption-Pricing-via-Levy-Models-in-R/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chicago-joe%2FOption-Pricing-via-Levy-Models-in-R/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chicago-joe%2FOption-Pricing-via-Levy-Models-in-R/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/chicago-joe","download_url":"https://codeload.github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chicago-joe%2FOption-Pricing-via-Levy-Models-in-R/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":267803984,"owners_count":24146527,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-07-30T02:00:09.044Z","response_time":70,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["algorithmic-trading","computational-finance","european-options","financial-engineering","levy-models","levy-process","levy-processes","mathematical-finance","mathematical-modelling","monte-carlo-simulation","monte-carlo-simulations","option-pricing","options-trading","r","r-language","r-programming"],"created_at":"2024-08-13T07:06:02.011Z","updated_at":"2025-07-30T03:32:38.625Z","avatar_url":"https://github.com/chicago-joe.png","language":"HTML","funding_links":[],"categories":["R"],"sub_categories":[],"readme":"# Options Pricing in Lévy Models - MyST Site\n\nThis repository contains a MyST (Markedly Structured Text) multi-page documentation site for the Options Pricing in Lévy Models research project, properly configured with the book theme.\n\n## 📁 Project Structure\n\n```\noption-pricing-myst-site/\n├── .github/\n│   └── workflows/\n│       └── deploy-myst.yml          # GitHub Actions workflow for deployment\n├── _static/\n│   └── custom.css                   # Custom styling for book theme\n├── assets/                          # Directory for images\n├── documentation/                   # PDF documents and slides\n│   ├── misc/                        # Slide images (Slide1.PNG - Slide7.PNG)\n│   ├── Project Research Proposal.pdf\n│   ├── Option Pricing in Levy Models - Feng et al - Academic Paper.pdf\n│   └── R-Finance Presentation Slides.pdf\n├── exports/                         # Export configurations\n├── .gitignore                       # Git ignore file\n├── DEPLOYMENT_CHECKLIST.md          # Step-by-step deployment guide\n├── README.md                        # This file\n├── myst.yml                         # MyST configuration (book theme)\n├── index.md                         # Page 1: Research Proposal\n├── academic-paper.md                # Page 2: Academic Paper\n└── presentation-slides.md           # Page 3: R/Finance Presentation\n```\n\n## 🚀 Deployment Instructions\n\n### Prerequisites\n\n1. **GitHub Repository**: Ensure your code is pushed to GitHub\n2. **GitHub Pages**: Enable GitHub Pages in your repository settings\n3. **PDFs and Images**: Place your files in the correct directories\n\n### Step 1: Enable GitHub Pages\n\n1. Go to your repository on GitHub\n2. Navigate to **Settings** → **Pages**\n3. Under **Source**, select **GitHub Actions**\n\n### Step 2: Add Required Files\n\nPlace these files in the `documentation/` directory:\n- `Project Research Proposal.pdf`\n- `Option Pricing in Levy Models - Feng et al - Academic Paper.pdf`\n- `R-Finance Presentation Slides.pdf`\n\nPlace slide images in `documentation/misc/`:\n- `Slide1.PNG` through `Slide7.PNG`\n\n### Step 3: Push to GitHub\n\n```bash\n# Initialize git (if not already done)\ngit init\n\n# Add all files\ngit add .\n\n# Commit\ngit commit -m \"Initial MyST book theme site for Options Pricing research\"\n\n# Add your GitHub repository as origin\ngit remote add origin https://github.com/chicago-joe/Option-Pricing-via-Levy-Models.git\n\n# Push to main branch\ngit push -u origin main\n```\n\n### Step 4: Monitor Deployment\n\n1. Go to the **Actions** tab in your GitHub repository\n2. You should see the \"Deploy MyST Site\" workflow running\n3. Once complete (green checkmark), your site will be available at:\n   ```\n   https://chicago-joe.github.io/Option-Pricing-via-Levy-Models/\n   ```\n\n## 📝 Content Management\n\n### Adding/Editing Pages\n\n1. Edit the markdown files (`index.md`, `academic-paper.md`, `presentation-slides.md`)\n2. Update `myst.yml` if adding new pages to the table of contents\n3. Push changes to trigger automatic deployment\n\n### MyST Syntax Features\n\nThe site uses MyST markdown with book theme features:\n\n- **Admonitions**: \n  ```markdown\n  :::{admonition} Note\n  :class: note\n  \n  Your content here\n  :::\n  ```\n\n- **Full-width content**:\n  ```markdown\n  :::{.full-width}\n  Your wide content here\n  :::\n  ```\n\n- **Cards**:\n  ```markdown\n  :::{card}\n  **Title**\n  ^^^\n  Content\n  :::\n  ```\n\n- **Button links**:\n  ```markdown\n  ```{button-link} path/to/file.pdf\n  :color: primary\n  :align: center\n  📄 Download PDF\n  ```\n\n### Adding Images\n\n1. Place images in the appropriate directory\n2. Reference in markdown using MyST figure directive:\n   ```markdown\n   ```{figure} path/to/image.png\n   :width: 100%\n   :align: center\n   :alt: Image description\n   \n   Caption for the image\n   ```\n\n## 🎨 Book Theme Features\n\nThe site uses MyST's book theme with:\n\n- **Clean typography**: Optimized for readability\n- **Responsive layout**: Works on all devices\n- **Navigation sidebar**: Easy access to all pages\n- **Professional styling**: Academic paper appearance\n- **Code highlighting**: R code examples with syntax highlighting\n- **Mathematical equations**: Full LaTeX support\n\n## 🛠️ Local Development\n\nTo test the site locally:\n\n```bash\n# Install MyST\npip install mystmd\n\n# Build the site\nmyst build --html\n\n# Serve locally\nmyst start\n```\n\nThe site will be available at `http://localhost:3000`\n\n## 📊 Features\n\n- **Book theme layout**: Professional academic appearance\n- **Multi-page structure**: Three interconnected pages with navigation\n- **PDF integration**: Direct links to research documents\n- **Slide presentation**: All 7 slides embedded in the presentation page\n- **Responsive design**: Optimized for all devices\n- **Code highlighting**: R code examples with line numbers\n- **Mathematical equations**: LaTeX support for formulas\n- **Interactive elements**: Cards, admonitions, and button links\n\n## 🐛 Troubleshooting\n\n### Build Failures\n\n1. Check the Actions tab for error messages\n2. Ensure all markdown files are valid MyST syntax\n3. Verify PDF and image files exist in the correct locations\n\n### Missing Images\n\n1. Ensure slide images are named exactly: `Slide1.PNG` through `Slide7.PNG`\n2. Place them in `documentation/misc/` directory\n3. Check case sensitivity (PNG not png)\n\n### Styling Issues\n\n1. Clear browser cache\n2. Verify `_static/custom.css` exists\n3. Check that book theme is properly configured in `myst.yml`\n\n## 📚 Resources\n\n- [MyST Documentation](https://mystmd.org/)\n- [MyST Book Theme](https://mystmd.org/guide/themes)\n- [GitHub Actions Documentation](https://docs.github.com/en/actions)\n- [GitHub Pages Documentation](https://docs.github.com/en/pages)\n\n## 👥 Contributors\n\n- Joseph Loss - Lead Researcher\n- Yuchen Duan - Co-Researcher\n- Daniel Liberman - Co-Researcher\n\nIllinois Institute of Technology\n\n## 📄 License\n\nThis project is licensed under the MIT License.\n\n## 🤝 Contributing\n\n1. Fork the repository\n2. Create a feature branch\n3. Make your changes\n4. Submit a pull request\n\n---\n\nFor questions or issues, please contact Joseph Loss at connect@josephjloss.com\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fchicago-joe%2FOption-Pricing-via-Levy-Models-in-R","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fchicago-joe%2FOption-Pricing-via-Levy-Models-in-R","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fchicago-joe%2FOption-Pricing-via-Levy-Models-in-R/lists"}