function [v,s,t]=fh(u,x,tau,T)
%[v,s,t]=fh(u,x,tau,T) converts from heat variables to financial variables,
%using equations (2.7) in the text.  v, s, u, x may all be vectors (of
%compatible sizes).  It is presumed that sigma and r are already defined as
%global variables.
global sigma r
mu=(sigma/2 - r/sigma)/sqrt(2);
nu=r+mu^2;
t=T-tau;
s=exp(sigma*x/sqrt(2));
v=exp(mu*x-nu*tau).*u;
end