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CrankNicolson
- Numerical Crank Nicolson for American Option
CrankNicolson
- Crank-Nicolson Method for the heat equation
ht1d_fem3
- heat equation cranknicolson
CrankNic
- This Matlab scr ipt solves a particular case of the parabolic PDE studied in class using the CrankNicolson finite difference algorithm.