This is a repository for source codes used for the final project of MAS480C: Introduction to Scientific Machine Learning course of KAIST.
Black-Scholes equation was a revolutionary discovery in the field of finance. Through this partial differential equation, the ratio of how the price change of the option relates to the price change of the underlying asset was able to be calculated. In this project, physics-informed neural networks(PINNs) was used to derive the numerical solutions for the Black-Sholes equation pricing European options.
