Is DeepXDE able to have a terminal condition instead of an initial
JackDigout opened this issue · 2 comments
Hi,
I'm currently trying to use DeepXDE to solve the Black-Scholes equation for one space dimension and then higher ones after that. It is as follows:
Black-Scholes Equation
and for the N-dim case it is
My issue is that it has a terminal condition:
Thanks
Why don't you just add this equation to the PDEs list?
Hi can u please show that code in solving black scholes ?