TD - Solutions of the Black-Scholes equation
QUESTION
Find the most general solution of the Black-Scholes equation that has the
special form V (S,t) = A(t)B(S). (Hint: separate the variables).
QUESTION
Find the most general solution of the Black-Scholes equation that has the
special form V (S,t) = A(t)B(S). (Hint: separate the variables).