Recent content by meghibbert17

Hello, Sorry, I am new to this and it does look rather messy! in the first equation it is not dv/dr but dv/d(tau). All the v's in the equation are the same as the v=α_{1}(τ)ε + α_{0}(τ) which we are seeking a solution for and then V(S, I, t) = e−DτSv(ε, τ). Incase it is also not...

Hi everyone, I am doing a sheet on Asian Options and The Black Scholes equation. I have the PDE, \frac{∂v}{∂τ}=\frac{1}{2}σ^{2}\frac{X^{2}}{S^{2}}\frac{∂^{2}v}{∂ε^{2}} + (\frac{1}{T} + (r-D)X)\frac{∂v}{∂ε} I have to seek a solultion of the form v=α_{1}(τ)ε + α_{0}(τ) and determine...

Hello, I have the PDE \frac{-∂v}{∂τ}+\frac{1}{2}σ^{2}ε^{2}\frac{∂^{2}v}{∂ε^{2}}+(\frac{1}{T}+(r-D)ε)\frac{∂v}{∂ε}=0 and firstly I need to seek a solution of the form v=α_{1}(τ)ε + α_{0}(τ) and then determine the general solution for α_{1}(τ) and α_{0}(τ). I am given that ε=\frac{I}{TS}...