Closed finmod closed 3 years ago
In the AchdouHanLasryLionsMoll one asset example, the crucial pdesolve command has disappeared:
m = AchdouHanLasryLionsMollModel() stategrid = initialize_stategrid(m) y0 = initialize_y(m, stategrid) y, result, distance = pdesolve(m, stategrid, y0)
Solved. Thanks!
The same patch carries over to WangWangYang.
In the AchdouHanLasryLionsMoll one asset example, the crucial pdesolve command has disappeared:
m = AchdouHanLasryLionsMollModel() stategrid = initialize_stategrid(m) y0 = initialize_y(m, stategrid) y, result, distance = pdesolve(m, stategrid, y0)