- #1
meghibbert17
- 3
- 0
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} - \frac{X}{S} and that τ=T-t.
Can anybody help me with this problem?
Thankyou
\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} - \frac{X}{S} and that τ=T-t.
Can anybody help me with this problem?
Thankyou
