acpricecn finite difference method with Crank-Niko - CodeBus

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Title: acpricecn

Category:
Algorithm
Tags:
[Matlab] [源码]
File Size:
1.5kb
Update:
2008-10-13
Downloads:
0 Times
Uploaded by:
dengguohe

Description: finite difference method with Crank-Nikolson approach(SOR) for American call option

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