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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
[Data structs] 四种差分方法求微分方程 DL : 1: 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
Update : 2025-02-19 Size : 2kb Publisher : 叶真
[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] ADI_HEAT DL : 0: 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.
Update : 2025-02-19 Size : 36kb Publisher : wang
[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
[Other systems] crank-nicolson DL : 0: 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
Update : 2025-02-19 Size : 249kb Publisher : bob
[Mathimatics-Numerical algorithms] CrankNicolson DL : 0: Numerical Crank Nicolson for American Option
Update : 2025-02-19 Size : 2kb Publisher : LCB
[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
[Applications] CrankNicolson DL : 0: Crank-Nicolson Method for the heat equation
Update : 2025-02-19 Size : 1kb Publisher : ye jianchu
[Mathimatics-Numerical algorithms] Parabolic(crank-nicholson) DL : 0: 抛物线方程的crank-nicholson方法。-Parabolic equations crank-nicholson method.
Update : 2025-02-19 Size : 108kb Publisher : 车宇
[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
[Algorithm] Crank DL : 0: 求解常微分方程，抛物线方程的曲线的顶点值求解-crank
Update : 2025-02-19 Size : 1kb Publisher : youxiang
[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
[Algorithm] Crank-Nicolson DL : 0: 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
Update : 2025-02-19 Size : 45kb Publisher : Ales Vojacek
[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
[matlab] ADE-Crank-Nicolson DL : 0: 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
Update : 2025-02-19 Size : 1kb Publisher : samandar
[Algorithm] Crank-Nicolson DL : 0: 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
Update : 2025-02-19 Size : 1kb Publisher : harmanhe
[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

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