Recent content by Hassen

  1. H

    Nonlinear PDE finite difference method

    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...
  2. H

    Nonlinear PDE finite difference method

    please can you help me in doing this..
  3. H

    Nonlinear PDE finite difference method

    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
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