API Reference#

This section is generated from the Python docstrings.

nn_option_pricing.black_scholes

Analytical Black-Scholes pricing utilities.

nn_option_pricing.config

Configuration objects for reproducible experiments.

nn_option_pricing.dataset

Synthetic dataset generation for the supervised pricing task.

nn_option_pricing.evaluation

Evaluation metrics and persistence utilities.

nn_option_pricing.model

PyTorch model definitions for option pricing.

nn_option_pricing.monte_carlo

Monte Carlo estimators for European option pricing.

nn_option_pricing.noise

Controlled target-noise utilities for robustness experiments.

nn_option_pricing.noisy_experiment

Noisy Black-Scholes target robustness experiment.

nn_option_pricing.noisy_svr_experiment

Support Vector Regression benchmark with noisy Black-Scholes targets.

nn_option_pricing.pipeline

End-to-end experiment orchestration.

nn_option_pricing.plots

Plotting utilities for experiment diagnostics.

nn_option_pricing.svr

Support Vector Regression benchmark utilities.

nn_option_pricing.training

Training and inference utilities for the pricing neural network.