Partial differential equation for option pricing 1

davnad

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Joined
Apr 13, 2021
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Hi, I would need someone with knowledge for using partial differential equation for pricing derivatives instruments. There is the photo of the exercice to solve mathematically and not with software. I would need someone with hard background in Mathematic in order to show me the steps of that example.

many thanks.
 

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Subhotosh Khan

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Joined
Jun 18, 2007
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24,311
Hi, I would need someone with knowledge for using partial differential equation for pricing derivatives instruments. There is the photo of the exercice to solve mathematically and not with software. I would need someone with hard background in Mathematic in order to show me the steps of that example.

many thanks.
Please show us what you have tried and exactly where you are stuck.

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