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Graduate General solution to partial differential equation (PDE)
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)...- manchester20
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- Differential Differential equation General General solution Partial Pde
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- Forum: Differential Equations