using the Inverse-Transform method to speed up options pricing simulations in R
Last updated Mar 20, 2026
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README
Options Pricing in Lรฉvy Models - MyST Site
This repository contains a MyST (Markedly Structured Text) multi-page documentation site for the Options Pricing in Lรฉvy Models research project, properly configured with the book theme.
๐ Project Structure
option-pricing-myst-site/
โโโ .github/
โ โโโ workflows/
โ โโโ deploy-myst.yml # GitHub Actions workflow for deployment
โโโ _static/
โ โโโ custom.css # Custom styling for book theme
โโโ assets/ # Directory for images
โโโ documentation/ # PDF documents and slides
โ โโโ misc/ # Slide images (Slide1.PNG - Slide7.PNG)
โ โโโ Project Research Proposal.pdf
โ โโโ Option Pricing in Levy Models - Feng et al - Academic Paper.pdf
โ โโโ R-Finance Presentation Slides.pdf
โโโ exports/ # Export configurations
โโโ .gitignore # Git ignore file
โโโ DEPLOYMENT_CHECKLIST.md # Step-by-step deployment guide
โโโ README.md # This file
โโโ myst.yml # MyST configuration (book theme)
โโโ index.md # Page 1: Research Proposal
โโโ academic-paper.md # Page 2: Academic Paper
โโโ presentation-slides.md # Page 3: R/Finance Presentation
๐ Deployment Instructions
Prerequisites
- GitHub Repository: Ensure your code is pushed to GitHub
- GitHub Pages: Enable GitHub Pages in your repository settings
- PDFs and Images: Place your files in the correct directories
Step 1: Enable GitHub Pages
- Go to your repository on GitHub
- Navigate to Settings โ Pages
- Under Source, select GitHub Actions
Step 2: Add Required Files
Place these files in the documentation/ directory:
Project Research Proposal.pdfOption Pricing in Levy Models - Feng et al - Academic Paper.pdfR-Finance Presentation Slides.pdf
documentation/misc/: Slide1.PNGthroughSlide7.PNG
Step 3: Push to GitHub
# 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
- Go to the Actions tab in your GitHub repository
- You should see the "Deploy MyST Site" workflow running
- Once complete (green checkmark), your site will be available at:
https://chicago-joe.github.io/Option-Pricing-via-Levy-Models/
๐ Content Management
Adding/Editing Pages
- Edit the markdown files (
index.md,academic-paper.md,presentation-slides.md) - Update
myst.ymlif adding new pages to the table of contents - Push changes to trigger automatic deployment
MyST Syntax Features
The site uses MyST markdown with book theme features:
- Admonitions:
:::{admonition} Note
:class: note
Your content here
:::
- Full-width content:
:::{.full-width}
Your wide content here
:::
- Cards:
:::{card}
Title
^^^
Content
:::
- Button links:
{button-link} path/to/file.pdf
:color: primary
:align: center
๐ Download PDF
### Adding Images
- Place images in the appropriate directory
- Reference in markdown using MyST figure directive:
markdown
{figure} path/to/image.png
:width: 100%
:align: center
:alt: Image description
Caption for the image
๐จ 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
๐ ๏ธ Local Development
To test the site locally:
# Install MyST
pip install mystmd
Build the site
myst build --html
Serve locally
myst start
The site will be available at http://localhost:3000
๐ 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
๐ Troubleshooting
Build Failures
- Check the Actions tab for error messages
- Ensure all markdown files are valid MyST syntax
- Verify PDF and image files exist in the correct locations
Missing Images
- Ensure slide images are named exactly:
Slide1.PNGthroughSlide7.PNG - Place them in
documentation/misc/directory - Check case sensitivity (PNG not png)
Styling Issues
- Clear browser cache
- Verify
_static/custom.cssexists - Check that book theme is properly configured in
myst.yml
๐ Resources
๐ฅ Contributors
- Joseph Loss - Lead Researcher
- Yuchen Duan - Co-Researcher
- Daniel Liberman - Co-Researcher
๐ License
This project is licensed under the MIT License.
๐ค Contributing
- Fork the repository
- Create a feature branch
- Make your changes
- Submit a pull request
For questions or issues, please contact Joseph Loss at contact@mail.chicagojoe.dev
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