Neural Network Option Pricing
=============================

This site documents a Machine Learning for Finance project on neural
network surrogates for European option pricing under Black-Scholes dynamics.

The project investigates the following question:

.. pull-quote::

   Can a feed-forward neural network accurately approximate the Black-Scholes
   pricing function for European call options?

The documentation is organized into two complementary parts:

* narrative documentation, which explains the mathematical and experimental
  choices;
* API documentation, which is generated from the Python docstrings.

.. toctree::
   :maxdepth: 2
   :caption: Project Documentation

   overview
   methodology
   experiment_pipeline
   experiments
   reproducibility
   command_reference
   testing
   api/index