Update: Turn BS PDE into a parabolic PDE system and _then_ discretis (in contrast to discretising BS PDE and then trying to recover the Greeks by jumping through hoops and messing).
QED
That works.Via gamma fn, looks messy!
Well, I'm glad the thread title is called "Silly questions". That way, I feel free to belabor the issue.The named function just happens to be the answer!
Exam question 1: Find the solution of ...
Answer: Define [$]\mbox{Lewis}_1[$] as the answer to question 1. Trivially and wlog the answer to question 1 is [$]\mbox{Lewis}_1[$].
Exam question 2: Etc.
!!!