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Consider the Passport Option V = V ( S , , t ) which satisfies the following:Vt + 1 2 2 S 2 2 VS

Consider the Passport Option V = V (S,, t) which satisfies the following:Vt +122S22VS2+ q2S22VS +12q22S22V2+ rSVS + rV rV =0.Show that the similarity transformation of the form V (S,, t)= SH(, t) where =/S reduces this equation toHt +122( q)22H2=0.

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