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Math Help - Boundary conditions on the American option in the heat equation

  1. #1
    Junior Member
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    Question Boundary conditions on the American option in the heat equation

    Hey guys

    I'm wondering how to get the boundary conditions on the American option in the heat equation?

    thanks!
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  2. #2
    MHF Contributor

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    Re: Boundary conditions on the American option in the heat equation

    I know what the "heat equation" is, I know what "boundary conditions" are but I have no idea what is meant by the "American option". Could you explain more?
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