This project implements Physics-Informed Neural Networks (PINNs) to solve the Black-Scholes partial differential equation (PDE) for option pricing. PINNs integrate data with physical laws, providing a mesh-free approach to solving PDEs, which is particularly beneficial in financial engineering applications.
- Black-Scholes Equation Solver: Uses PINNs to model and solve the Black-Scholes PDE for option pricing.
- Mesh-Free Method: Utilizes a meshless approach, enhancing flexibility and efficiency in solving PDEs.
- Extensible Framework: Easily adaptable for other financial models and PDEs.