Gaukhar Shaimerdenova
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Question
pdepe for the Forward Kolmogorov Equation
I'm trying to solve the Forward Kolmogorov Equation for Arrow-Debreu prices using pdepe with initial conditions given by dirac d...
9 years ago | 0 answers | 0
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answersQuestion
pdepe solver for the Backward Kolmogorov Equation for survival probabilities
Can someone check my code which solves the Backward Kolmogorov Equation for SP using pdepe tool? It is my first time to use pdep...
9 years ago | 0 answers | 0
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