Closed jlperla closed 5 years ago
After #74 we can follow the pattern of the code to solve it with an absorbing barrier.
The example to do is the identical one as the cleaned up example for the extension, except that you want to change the B and b For this,
B
b
S
\partial_x v(1) = 0
v(x) = S
x \leq 0
After #74 we can follow the pattern of the code to solve it with an absorbing barrier.
The example to do is the identical one as the cleaned up example for the extension, except that you want to change the
B
andb
For this,S
which is the payoff if it ever hits the bottom. (Resolved by b65416e)\partial_x v(1) = 0
andv(x) = S
for allx \leq 0
(Resolved by b65416e)b
and theB
. (Resolved by b65416e)