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Description: Numerical Crank Nicolson for American Option
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Size: 2048 |
Author: LCB |
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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: heat equation cranknicolson
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Size: 13312 |
Author: vipul shrivastava |
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Description: This Matlab script solves a particular case of the parabolic PDE studied in class using the CrankNicolson
finite difference algorithm.
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Size: 3072 |
Author: zhewei |
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