Question: (1 ) consider the untransformed Black- Scholes equation ( except that the time is reversed by setting T= T-t ). use a mesh of equal

(1 ) consider the untransformed Black- Scholes equation ( except that the time is reversed by setting T= T-t ). use a mesh of equal S-stepsize AS and equal time- steps of size at so that V." approximates V(jas, not). Write down the system of equations resulting from the direct application of the Crank- Nicolson scheme and a projected iterative method for solving the system for an American option

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