Description: This is the Matlab code of pricing American put options by using Crank-Nicolson scheme. Platform: |
Size: 943 |
Author:assassin_1987@126.com |
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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 Platform: |
Size: 46080 |
Author:Ales Vojacek |
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Description: Crank nicolson method of numerical methods of integration. Used for all Computational Fluid dynamics applications. -Crank nicolson method of numerical methods of integration. Used for all Computational Fluid dynamics applications. Platform: |
Size: 39936 |
Author:shekhar |
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