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Numerical Crank Nicolson for American Option
Update : 2025-02-19 Size : 2kb Publisher : LCB

Crank-Nicolson Method for the heat equation
Update : 2025-02-19 Size : 1kb Publisher : ye jianchu

DL : 0
heat equation cranknicolson
Update : 2025-02-19 Size : 13kb Publisher : vipul shrivastava

DL : 0
This Matlab script solves a particular case of the parabolic PDE studied in class using the CrankNicolson finite difference algorithm.
Update : 2025-02-19 Size : 3kb Publisher : zhewei
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