[$\[\frac{\partial V}{\partial t} + \frac{1}{2} \sigma^2 S^2 \frac{\partial^2 S}{\partial S^2} + r S \frac{\partial V}{\partial S} - r V = 0[$]

[$]\frac{\partial B}{\partial t}[$]

[$]\tau[$]

https://forum.wilmott.com/viewtopic.php?f=34&t=101793&start=15