https://github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
https://github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R
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
Last synced: 3 months ago
JSON representation
using the Inverse-Transform method to speed up options pricing simulations in R
- Host: GitHub
- URL: https://github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R
- Owner: chicago-joe
- License: mit
- Created: 2019-04-06T03:09:32.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2025-07-10T03:34:37.000Z (3 months ago)
- Last Synced: 2025-07-18T22:23:21.702Z (3 months ago)
- 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
- Language: HTML
- Homepage: https://chicago-joe.github.io/Option-Pricing-via-Levy-Models-in-R/
- Size: 28.2 MB
- Stars: 28
- Watchers: 1
- Forks: 11
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
- jimsghstars - chicago-joe/Option-Pricing-via-Levy-Models-in-R - using the Inverse-Transform method to speed up options pricing simulations in R (R)
README
# Options Pricing in Lévy Models - MyST Site
This 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.
## 📁 Project Structure
```
option-pricing-myst-site/
├── .github/
│ └── workflows/
│ └── deploy-myst.yml # GitHub Actions workflow for deployment
├── _static/
│ └── custom.css # Custom styling for book theme
├── assets/ # Directory for images
├── documentation/ # PDF documents and slides
│ ├── misc/ # Slide images (Slide1.PNG - Slide7.PNG)
│ ├── Project Research Proposal.pdf
│ ├── Option Pricing in Levy Models - Feng et al - Academic Paper.pdf
│ └── R-Finance Presentation Slides.pdf
├── exports/ # Export configurations
├── .gitignore # Git ignore file
├── DEPLOYMENT_CHECKLIST.md # Step-by-step deployment guide
├── README.md # This file
├── myst.yml # MyST configuration (book theme)
├── index.md # Page 1: Research Proposal
├── academic-paper.md # Page 2: Academic Paper
└── presentation-slides.md # Page 3: R/Finance Presentation
```
## 🚀 Deployment Instructions
### Prerequisites
1. **GitHub Repository**: Ensure your code is pushed to GitHub
2. **GitHub Pages**: Enable GitHub Pages in your repository settings
3. **PDFs and Images**: Place your files in the correct directories
### Step 1: Enable GitHub Pages
1. Go to your repository on GitHub
2. Navigate to **Settings** → **Pages**
3. Under **Source**, select **GitHub Actions**
### Step 2: Add Required Files
Place these files in the `documentation/` directory:
- `Project Research Proposal.pdf`
- `Option Pricing in Levy Models - Feng et al - Academic Paper.pdf`
- `R-Finance Presentation Slides.pdf`
Place slide images in `documentation/misc/`:
- `Slide1.PNG` through `Slide7.PNG`
### Step 3: Push to GitHub
```bash
# Initialize git (if not already done)
git init
# Add all files
git add .
# Commit
git commit -m "Initial MyST book theme site for Options Pricing research"
# Add your GitHub repository as origin
git remote add origin https://github.com/chicago-joe/Option-Pricing-via-Levy-Models.git
# Push to main branch
git push -u origin main
```
### Step 4: Monitor Deployment
1. Go to the **Actions** tab in your GitHub repository
2. You should see the "Deploy MyST Site" workflow running
3. Once complete (green checkmark), your site will be available at:
```
https://chicago-joe.github.io/Option-Pricing-via-Levy-Models/
```
## 📝 Content Management
### Adding/Editing Pages
1. Edit the markdown files (`index.md`, `academic-paper.md`, `presentation-slides.md`)
2. Update `myst.yml` if adding new pages to the table of contents
3. Push changes to trigger automatic deployment
### MyST Syntax Features
The site uses MyST markdown with book theme features:
- **Admonitions**:
```markdown
:::{admonition} Note
:class: note
Your content here
:::
```
- **Full-width content**:
```markdown
:::{.full-width}
Your wide content here
:::
```
- **Cards**:
```markdown
:::{card}
**Title**
^^^
Content
:::
```
- **Button links**:
```markdown
```{button-link} path/to/file.pdf
:color: primary
:align: center
📄 Download PDF
```
### Adding Images
1. Place images in the appropriate directory
2. Reference in markdown using MyST figure directive:
```markdown
```{figure} path/to/image.png
:width: 100%
:align: center
:alt: Image description
Caption for the image
```
## 🎨 Book Theme Features
The site uses MyST's book theme with:
- **Clean typography**: Optimized for readability
- **Responsive layout**: Works on all devices
- **Navigation sidebar**: Easy access to all pages
- **Professional styling**: Academic paper appearance
- **Code highlighting**: R code examples with syntax highlighting
- **Mathematical equations**: Full LaTeX support
## 🛠️ Local Development
To test the site locally:
```bash
# Install MyST
pip install mystmd
# Build the site
myst build --html
# Serve locally
myst start
```
The site will be available at `http://localhost:3000`
## 📊 Features
- **Book theme layout**: Professional academic appearance
- **Multi-page structure**: Three interconnected pages with navigation
- **PDF integration**: Direct links to research documents
- **Slide presentation**: All 7 slides embedded in the presentation page
- **Responsive design**: Optimized for all devices
- **Code highlighting**: R code examples with line numbers
- **Mathematical equations**: LaTeX support for formulas
- **Interactive elements**: Cards, admonitions, and button links
## 🐛 Troubleshooting
### Build Failures
1. Check the Actions tab for error messages
2. Ensure all markdown files are valid MyST syntax
3. Verify PDF and image files exist in the correct locations
### Missing Images
1. Ensure slide images are named exactly: `Slide1.PNG` through `Slide7.PNG`
2. Place them in `documentation/misc/` directory
3. Check case sensitivity (PNG not png)
### Styling Issues
1. Clear browser cache
2. Verify `_static/custom.css` exists
3. Check that book theme is properly configured in `myst.yml`
## 📚 Resources
- [MyST Documentation](https://mystmd.org/)
- [MyST Book Theme](https://mystmd.org/guide/themes)
- [GitHub Actions Documentation](https://docs.github.com/en/actions)
- [GitHub Pages Documentation](https://docs.github.com/en/pages)
## 👥 Contributors
- Joseph Loss - Lead Researcher
- Yuchen Duan - Co-Researcher
- Daniel Liberman - Co-Researcher
Illinois Institute of Technology
## 📄 License
This project is licensed under the MIT License.
## 🤝 Contributing
1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Submit a pull request
---
For questions or issues, please contact Joseph Loss at connect@josephjloss.com