American Put Option example, Extension of #2056#2059
American Put Option example, Extension of #2056#2059echen5503 wants to merge 8 commits intolululxvi:masterfrom
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Follow the format of current examples. Docstring should be at the beginnning with the information of supported backends
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Added compatibility fix and changed docstring |
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This is a great example, thank you! I have two minor suggestions before merge:
Style: To keep our documentation consistent with the rest of the library's examples, could you please remove the bold formatting (** text **) from the explanations?
Context: There is quite a bit of financial jargon here (e.g., strike price, volatility, early exercise). Since DeepXDE's primary audience comes from a general applied mathematics and computational physics background, could you add a brief sentence or two explaining these terms?
Co-authored-by: SimingShan <shansiming@gmail.com>
Co-authored-by: SimingShan <shansiming@gmail.com>
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comments addressed, thank you for review |
SimingShan
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I think this PR is now appropriate.
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Extension of #2056. Implementation of PINN for american put options, achieving a strong fit.
