Hello everyone ,
I am trying to write the initial conditions of my black scholes call option equation at the same format of c++ , I am still new to this programming language .
here is a small example of a burger eq. initial conditions
numBoundaryConditionPoints = [25 25];
x0BC1 = -1*ones(1,numBoundaryConditionPoints(1));
x0BC2 = ones(1,numBoundaryConditionPoints(2));
t0BC1 = linspace(0,1,numBoundaryConditionPoints(1));
t0BC2 = linspace(0,1,numBoundaryConditionPoints(2));
u0BC1 = zeros(1,numBoundaryConditionPoints(1));
u0BC2 = zeros(1,numBoundaryConditionPoints(2));
numInitialConditionPoints = 50;
x0IC = linspace(-1,1,numInitialConditionPoints);
t0IC = zeros(1,numInitialConditionPoints);
u0IC = max(x-k,0);
X0 = [x0IC x0BC1 x0BC2];
T0 = [t0IC t0BC1 t0BC2];
U0 = [u0IC u0BC1 u0BC2];
numInternalCollocationPoints = 10000;
pointSet = sobolset(2);
points = net(pointSet,numInternalCollocationPoints);
dataX = 2*points
,1)-1;
dataT = points
,2);
ds = arrayDatastore([dataX dataT]);
how do you think we should represent BS initial conditions in this script?
Thank you
I am trying to write the initial conditions of my black scholes call option equation at the same format of c++ , I am still new to this programming language .
here is a small example of a burger eq. initial conditions
numBoundaryConditionPoints = [25 25];
x0BC1 = -1*ones(1,numBoundaryConditionPoints(1));
x0BC2 = ones(1,numBoundaryConditionPoints(2));
t0BC1 = linspace(0,1,numBoundaryConditionPoints(1));
t0BC2 = linspace(0,1,numBoundaryConditionPoints(2));
u0BC1 = zeros(1,numBoundaryConditionPoints(1));
u0BC2 = zeros(1,numBoundaryConditionPoints(2));
numInitialConditionPoints = 50;
x0IC = linspace(-1,1,numInitialConditionPoints);
t0IC = zeros(1,numInitialConditionPoints);
u0IC = max(x-k,0);
X0 = [x0IC x0BC1 x0BC2];
T0 = [t0IC t0BC1 t0BC2];
U0 = [u0IC u0BC1 u0BC2];
numInternalCollocationPoints = 10000;
pointSet = sobolset(2);
points = net(pointSet,numInternalCollocationPoints);
dataX = 2*points

dataT = points

ds = arrayDatastore([dataX dataT]);
how do you think we should represent BS initial conditions in this script?
Thank you
