Training with Mutating Arrays

[ChrisRackauckas]

@ChrisVL1

for i = 1:length(K)
NSDE_call[i] = exp(-r*tspan[2]).*mean(maximum([terminal_values .- K[i] zeros(size(terminal_values))], dims = 2))
end 

Just don’t mutate an array and the error saying you shouldn’t mutate an array will disappear. Change that to:

NSDE_call = map(i->exp(-r*tspan[2]).*mean(maximum([terminal_values .- K[i] zeros(size(terminal_values))], dims = 2),1:length(K))