Quantitative Finance, Differential Equations, Option Pricing, Deep Neural Networks, Pytorch.
following Parameters are picked for the PDE modelling: Strike price (K) = 40 Interest rate (r) = 5% Annual volatility of Asset (sigma) = 25% Time to maturity (T) = 1 Input ranges for time = [0, 1] and Stock price = [0, 130] Instrinsic value of Call Option (gs) = max(Stock Price - K, 0) Sampling