chicago-joe
Option-Pricing-via-Levy-Models-in-R
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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.

๐Ÿ“ Project Structure

option-pricing-myst-site/
โ”œโ”€โ”€ .github/
โ”‚   โ””โ”€โ”€ workflows/
โ”‚       โ””โ”€โ”€ deploy-myst.yml          # GitHub Actions workflow for deployment
โ”œโ”€โ”€ _static/
โ”‚   โ””โ”€โ”€ custom.css                   # Custom styling for book theme
โ”œโ”€โ”€ assets/                          # Directory for images
โ”œโ”€โ”€ documentation/                   # PDF documents and slides
โ”‚   โ”œโ”€โ”€ misc/                        # Slide images (Slide1.PNG - Slide7.PNG)
โ”‚   โ”œโ”€โ”€ Project Research Proposal.pdf
โ”‚   โ”œโ”€โ”€ Option Pricing in Levy Models - Feng et al - Academic Paper.pdf
โ”‚   โ””โ”€โ”€ R-Finance Presentation Slides.pdf
โ”œโ”€โ”€ exports/                         # Export configurations
โ”œโ”€โ”€ .gitignore                       # Git ignore file
โ”œโ”€โ”€ DEPLOYMENT_CHECKLIST.md          # Step-by-step deployment guide
โ”œโ”€โ”€ README.md                        # This file
โ”œโ”€โ”€ myst.yml                         # MyST configuration (book theme)
โ”œโ”€โ”€ index.md                         # Page 1: Research Proposal
โ”œโ”€โ”€ academic-paper.md                # Page 2: Academic Paper
โ””โ”€โ”€ presentation-slides.md           # Page 3: R/Finance Presentation

๐Ÿš€ 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.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

# 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/

๐Ÿ“ Content Management

Adding/Editing Pages

  • Edit the markdown files (index.md, academic-paper.md, presentation-slides.md)
  • Update myst.yml if 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 ๐Ÿ“„ 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

๐ŸŽจ 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

๐Ÿ› ๏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

๐Ÿ“Š 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

๐Ÿ› 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.PNG through Slide7.PNG
  • Place them in documentation/misc/ directory
  • Check case sensitivity (PNG not png)

Styling Issues

  • Clear browser cache
  • Verify _static/custom.css exists
  • Check that book theme is properly configured in myst.yml

๐Ÿ“š Resources

๐Ÿ‘ฅ Contributors

  • Joseph Loss - Lead Researcher
  • Yuchen Duan - Co-Researcher
  • Daniel Liberman - Co-Researcher
Illinois Institute of Technology

๐Ÿ“„ License

This project is licensed under the MIT License.

๐Ÿค 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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