nn_option_pricing.noisy_experiment#

Noisy Black-Scholes target robustness experiment.

Functions

run_noisy_targets_experiment(config)

Run the noisy-target robustness experiment for all noise levels.

run_single_noisy_target_experiment(clean_df, ...)

Train on one noisy target level and evaluate against clean prices.

Classes

NoisyTargetsExperimentConfig([dataset, ...])

Configuration for the controlled noisy-target robustness experiment.