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Crank-Nicolson Scheme for pricing Ameircan put options
- This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
heat1
- 利用Crank-Nicolson 方法解决偏微分方程-using Crank-Nicolson solution PDE
四种差分方法求微分方程
- 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
acpricecn
- finite difference method with Crank-Nikolson approach(SOR) for American call option
ADI_HEAT
- 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.
Crank-Nicholson
- 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
crank-nicolson
- 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
CrankNicolson
- Numerical Crank Nicolson for American Option
heat1d_mfiles_v2
- 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
CrankNicolson
- Crank-Nicolson Method for the heat equation
Parabolic(crank-nicholson)
- 抛物线方程的crank-nicholson方法。-Parabolic equations crank-nicholson method.
Grank_Nicholson
- 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.
Crank
- 求解常微分方程，抛物线方程的曲线的顶点值求解-crank
six
- 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
Crank-Nicolson
- 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
Crank-Nicolson
- 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
ADE-Crank-Nicolson
- 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
Crank-Nicolson
- 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 t
Crank-Nicolson方法
- 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)
抛物线方程的差分格式
- 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.)