ddoebel/pricing
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add publication-ready documentation and reproducible experiment package.

Browse Source 
Rewrite the README with secure setup instructions, add dedicated setup/security docs, and include the standalone local-volatility instability experiment materials for reproducible analysis.

Made-with: Cursor
This commit is contained in:
David Doebel
2026-04-02 16:30:56 +02:00
parent b3663258e4
commit 3dacc0a418
12 changed files with 613 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
standalone_numerical_experiments/local_volatility_instability/INDEPENDENT_STANDALONE.txt Normal file
View File

@@ -0,0 +1,6 @@
This folder is intentionally self-contained.
- No imports from the parent option_pricing package (no qengine, src/, cpp bindings).
- Third-party dependencies: numpy, matplotlib (see requirements.txt).
- Run: python run_experiment.py [--out lv_rmse.png]
- Safe to copy elsewhere or run in isolation.