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Description: This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
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Size: 943 |
Author: assassin_1987@126.com |
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Description: 利用Crank-Nicolson 方法解决偏微分方程-using Crank-Nicolson solution PDE
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Size: 2048 |
Author: 魏无疼 |
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Description: 差分法求解微分方程：古典显式法,收敛性最差；古典隐式法；Crank-Nicolson法,收敛性最好-difference method to solve the differential equation : Explicit classical method, the worst convergence; Classical implicit; Crank-Nicolson, the best convergence
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Size: 2048 |
Author: 叶真 |
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Description: finite difference method with Crank-Nikolson approach(SOR) for American call option
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Size: 1024 |
Author: dengli |
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Description: 二维热能方程的求解，一个比较好的源码！
Discretizer: The Crank-Nicolson and the central FD.-Two-dimensional heat equation, a better source! Discretizer: The Crank-Nicolson and the central FD.
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Size: 36864 |
Author: wang |
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Description: 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
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Size: 3035136 |
Author: 陆祥安 |
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Description: 不可压库埃特流的隐式 克兰可-尼科尔森方法解-Huet can not flow压库Implicit Crane may- Nicholson method to solve
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Size: 254976 |
Author: bob |
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Description: Numerical Crank Nicolson for American Option
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Size: 2048 |
Author: LCB |
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Description: 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
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Size: 17408 |
Author: hamideh |
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Description: Crank-Nicolson Method for the heat equation
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Size: 1024 |
Author: ye jianchu |
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Description: 抛物线方程的crank-nicholson方法。-Parabolic equations crank-nicholson method.
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Size: 110592 |
Author: 车宇 |
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Description: 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.
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Size: 1024 |
Author: 王亚维 |
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Description: 求解常微分方程，抛物线方程的曲线的顶点值求解-crank
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Size: 1024 |
Author: youxiang |
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Description: 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
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Size: 1024 |
Author: 郭威 |
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Description: 1D T_Profile in a Solid.Crank-Nicolson Method.Boundary Conditions:Convection at the surface and q=0 at center-1D T_Profile in a Solid.Crank-Nicolson Method.Boundary Conditions:Convection at the surface and q=0 at center
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Size: 46080 |
Author: Ales Vojacek |
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Description: 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
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Size: 1024 |
Author: vongpo |
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Description: 对流扩散方程的Crank-Nicolson差分格式程序-Crank-Nicolson difference scheme of the convection-diffusion equation program
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Size: 1024 |
Author: samandar |
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Description: 针对有界区域上的抛物型微分方程讨论了Crank-Nicolson块中心差分法,在非等距剖分的网格上得了近似解和解的一阶导数的L2模误差估计-For a bounded region of parabolic differential equations discussed the Crank-Nicolson central difference blocks, in a non-equidistant grid had split the approximate solution of the first derivative of the settlement of L2 Error Estimation
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Size: 1024 |
Author: harmanhe |
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Description: 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)
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Size: 1024 |
Author: 云楼风 |
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Description: 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.)
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Size: 153600 |
Author: dwsylar |
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