Description: This is the Matlab code of pricing American put options by using Crank-Nicolson scheme. Platform: |
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Author:assassin_1987@126.com |
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Description: 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 Platform: |
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Author:陆祥安 |
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Description: 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. Platform: |
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Author:王亚维 |
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