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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| โ | pr_ch07_q002 | Double integral over triangular region A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 | ||
| โ | pr_ch07_q004 | Heat equation transformation of BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 | ||
| โ | pr_ch07_q005 | Show boundary condition satisfied A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 | ||
| โ | pr_ch07_q006 | Asian option PDE change of variables A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 |