nn_option_pricing.black_scholes

Analytical Black-Scholes pricing utilities.

This module contains the closed-form European call pricing formula used as the ground-truth target for the supervised learning problem. Functions are written to accept both scalars and NumPy arrays, so they can be used for single-option checks and for vectorized dataset generation.

Functions

call_payoff(terminal_price, strike)	Compute the European call payoff at maturity.
call_price(s0, k, t, r, sigma)	Compute European call prices with the Black-Scholes formula.