Option-Pricing-via-Levy-Models-in-R
Unverified Other strategy on Options by chicago-joe. BotFinder score 18 out of 100.
using the Inverse-Transform method to speed up options pricing simulations in R
Source: github
BotFinder analysis pending.
Option-Pricing-via-Levy-Models-in-R
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 🚀 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 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 s
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