Question: Hi, could you please help me solve Let x = In(S/K) and show that if u( S, t) = U(In(S/K), T) then U satisfies the

Hi, could you please help me solve

Let x = In(S/K) and show that if u( S, t) = U(In(S/K), T) then U satisfies the constant coefficient equation Ut = NIK " ? Ura + (r - 202) Ux - rU, K(ex - 1), x>0 with U(x, 0) = 0, x

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