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[Algorithm] Crank-Nicolson Scheme for pricing Ameircan put options DL : 0: This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
Update : 2012-05-20 Size : 943byte Publisher : assassin_1987@126.com
[matlab] heat1 DL : 0: 利用Crank-Nicolson 方法解决偏微分方程-using Crank-Nicolson solution PDE
Update : 2025-02-19 Size : 2kb Publisher : 魏无疼
[Algorithm] acpricecn DL : 0: finite difference method with Crank-Nikolson approach(SOR) for American call option
Update : 2025-02-19 Size : 1kb Publisher : dengli
[Algorithm] Crank-Nicholson DL : 1: 关于一的微分方程数值解,一维波动方程初边值问题Crank-Nicholson格式,及追赶法-On one of the numerical solution of differential equations, one-dimensional wave equation Crank-Nicholson format, and to catch up with the Law
Update : 2025-02-19 Size : 2.89mb Publisher : 陆祥安
[matlab] EqChaleurCrankNicholson DL : 0: Resolution of heat equation using Crank Nicholson method. Implemented in matlab language.
Update : 2025-02-19 Size : 4kb Publisher : fox81
[matlab] heat1d_mfiles_v2 DL : 0: compHeatSchemes Compare FTCS, BTCS, and Crank-Nicolson schemes for solving the 1D heat equation-compHeatSchemes Compare FTCS, BTCS, and Crank-Nicolson schemes for solving the 1D heat equation
Update : 2025-02-19 Size : 17kb Publisher : hamideh
[matlab] Grank_Nicholson DL : 1: 本文件包含Crank Nicolson算法的matlab源代码，在一定的初始条件下有一定的实用性。-This document contains the Crank Nicolson algorithm matlab source code, under certain initial conditions have a certain practicality.
Update : 2025-02-19 Size : 1kb Publisher : 王亚维
[matlab] six DL : 1: 抛物型方程的有限差分法——六点对称格式，即Crank-Nicolson格式-Parabolic finite difference method- six point symmetric form,i.e.Crank-Nicolson Form
Update : 2025-02-19 Size : 1kb Publisher : 郭威
[matlab] Crank-Nicolson DL : 1: 这是用matlab编辑的求解偏微分方程的一种方法隐式求解抛物型偏微分方程-This is edited using matlab a method of solving partial differential equations implicit solution of parabolic partial differential equations
Update : 2025-02-19 Size : 1kb Publisher : vongpo
[File Format] MATLAB DL : 0: matlab古典显格式，古典隐格式，Crank-Nicolson格式-matlab classical explicit scheme, classical implicit scheme, Crank-Nicolson format
Update : 2025-02-19 Size : 12kb Publisher : 戚珊珊
[matlab] C_Ngeshi DL : 0: 利用Crank-Nicolson隐式差分格式求解抛物型偏微分方程，matlab程序代码-Crank-Nicolson implicit difference scheme
Update : 2025-02-19 Size : 4kb Publisher : 王昭
[matlab] num2 DL : 0: 抛物方程Crank-Nicolson格式matlab程序-Parabolic Crank-Nicolson format matlab program
Update : 2025-02-19 Size : 1kb Publisher : shane
[matlab] couette_implicit DL : 1: matlab 求解不可压库埃特流计算流体力学基础及应用第九章，隐式crank-nicolson 求解-Incompressible Couette flow matlab solving basic and applied computational fluid dynamics Chapter IX, implicit crank-nicolson solving
Update : 2025-02-19 Size : 11kb Publisher : 唐俊
[matlab] HeatConductionToolbox DL : 0: 热传导MATLAB工具箱提供了一组为一维热传导计算功能通过为界区间和数值方法分析方法（显性，隐性，曲柄尼科尔森）为均质材料和数值方法（显性，隐性，Crank-尼科尔森）用于非均质材料。所有功能都通过傅立叶的热传导方程描述。通过热传导解决了狄利克雷和诺伊曼边界条件。该功能通过HC_test_h.m（均匀材料）和HC_test_nh.m（非均质材料）进行测试。-The Heat Conduction Toolbox for Matlab provides a set of functions for computing of 1-dimensional heat conduction by analytical method for bounded interval and numerical methods (explicit, implicit, Crank-Nicolson) for homogenous material and numerical methods (explicit, implicit, Crank-Nicolson) for non-homogenous material. All functions are described by Fourier’s heat conduction equation. Heat transfer by conduction is solved for Dirichlet and Neumann boundary condition. The functions are tested via HC_test_h.m (homogenous material) and HC_test_nh.m (non-homogenous material).
Update : 2025-02-19 Size : 16kb Publisher : 于洁
[Algorithm] crank4 DL : 0: Crank-Nicolson method in Numerical analysis， written in matlab
Update : 2025-02-19 Size : 1kb Publisher : Lei Zhang
[matlab] Crank-Nicolson方法 DL : 0: 数值《微分方程的数值解法与程序实现》第三章Crank-Nicolson方法程序，原书程序为C，我写成了matlab(MATLAB program for Crank-nicolson difference scheme)
Update : 2025-02-19 Size : 1kb Publisher : 云楼风
[matlab] 抛物线方程的差分格式 DL : 1: 抛物线方程的几种常见差分格式matlab代码，包括向前欧拉，向后欧拉，Crank-Nicolson和Du-For-Frankel(Several common difference schemes for parabolic equations are matlab codes, including forward Euler, backward Euler, Crank-Nicolson and Du-For-Frankel.)
Update : 2025-02-19 Size : 150kb Publisher : dwsylar
[matlab] FractionalHeatConductionToolbox DL : 0: 分数阶热传导工具箱可以用于求解分数阶微分方程中的热传导过程的求解，包含解析解与数值解的求解方式，含有显式，隐式和Crank–Nicolson求解方法。(The methods of solving models of heat conduction are described, namely analytical and numerical methods. In the case of numerical methods regards the finite difference method by using GL definition for the fractional time derivative. Implementation of these individual methods was realized in MATLAB. The two libraries of m-functions for the heat conduction model have been created, namely Heat Conduction Toolbox and Fractional Heat Conduction Toolbox.)
Update : 2025-02-19 Size : 17kb Publisher : aureliano1992
[matlab] zhuigan DL : 0: 求解三对角矩阵的时候可以用追赶法解方程组的解，文件为追赶法例程，附带Crank-Nicolson格式解对流方程算法(When solving tridiagonal matrix, we can use catch-up method to solve the solution of equations. The file is catch-up method routine, with crank Nicolson scheme to solve the convection equation algorithm)
Update : 2025-02-19 Size : 1kb Publisher : wang王wang