Hi,
I have the following PDE-S\frac{\partial\vartheta}{\partial\tau}+\frac{1}{2}\sigma^2\frac{X^2}{S}\frac{\partial^2\vartheta}{\partial\xi^{2}} + [\frac{S}{T} + (r-D)X]\frac{\partial\vartheta}{\partial\xi}I am asked to seek a solution of the form \vartheta=\alpha_1(\tau)\xi + \alpha_0(\tau)...