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What is the initial condition and boundaries for this PDE? Using Advanced Math and finance. where o(S,t) = max(0.0, 11 +229 +23.94). The European call

What is the initial condition and boundaries for this PDE?

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Using Advanced Math and finance.

where o(S,t) = max(0.0, 11 +229 +23.94). The European call option value is then the solution of the PDE 02(S,T). V- 12Vss - r SVs +rV = 0, 2 where T=T-t is the time to maturity. where o(S,t) = max(0.0, 11 +229 +23.94). The European call option value is then the solution of the PDE 02(S,T). V- 12Vss - r SVs +rV = 0, 2 where T=T-t is the time to maturity

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