using DiffEqFinancial, StochasticDiffEq
using Test

# write your own tests here
u0 = [1.0; 0.5]
σ = 0.25
prob = HestonProblem(1.0, 1.0, σ, 1.0, 1.0, u0, (0.0, 1.0))
sol = solve(prob, SRIW1(), adaptive = false, dt = 1 / 10)

prob = BlackScholesProblem((t) -> t^2, (t, u) -> 1.0, σ, 0.5, (0.0, 1.0))
sol = solve(prob, SRIW1())
