function u_inf = u_m_inf_put(x,tau,k) % U_M_INF_PUT - the transformed boundary condition at x=-\infty for a put % % Checked: 2008-11-16 ... no errors found % % Written by: % -- % John L. Weatherwax 2008-06-11 % % email: wax@alum.mit.edu % % Please send comments and especially bug reports to the % above email address. % %----- u_inf = exp( 0.25*((k+1)^2)*tau ) * exp( 0.5*(k-1)*x ) * exp( -k*tau );