Question: 7. The Black-Scholes partial differential equation for the option price is given by do(x, t) do(x,t) 1 d w(x, t) 0x 2 2 =ro(x,t)-rx- at

7. The Black-Scholes partial differential equation for the option price is given by do(x, t) do(x,t) 1 d w(x, t) 0x 2 2

7. The Black-Scholes partial differential equation for the option price is given by do(x, t) do(x,t) 1 d w(x, t) 0x 2 2 =ro(x,t)-rx- at x dx with the boundary condition :-c if x C |0 if x

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