Recent content by Hassen

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Thank you sorry I made some mistakes in the equation the new version is in the joint file. dt mean a time step and not a derivatives. and all the other terms are partial derivaties. this equation is PDE of option pricing in presence of transaction costs and stochastic volatility from this...

please can you help me in doing this..

Hello I want to resolve a nonlinear partial differential equation of second order with finite difference method in matlab. the equation is in the pdf file attached. Thanks