Hello, I have the PDE
-∂v/∂τ + 1/2(σ^2)(ε^2)∂^2v/∂ε^2 + (1/T +(r-D)ε)∂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=I/TS - X/S and that τ=T-t.
Could anybody help me with this?
Thanks