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This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
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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.
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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
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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
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Resolution of heat equation using Crank Nicholson method. Implemented in matlab language.
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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
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matlab古典显格式，古典隐格式，Crank-Nicolson格式-matlab classical explicit scheme, classical implicit scheme, Crank-Nicolson format
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利用Crank-Nicolson隐式差分格式求解抛物型偏微分方程，matlab程序代码-Crank-Nicolson implicit difference scheme
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抛物方程Crank-Nicolson格式matlab程序-Parabolic Crank-Nicolson format matlab program
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matlab 求解不可压库埃特流 计算流体力学基础及应用第九章，隐式crank-nicolson 求解-Incompressible Couette flow matlab solving basic and applied computational fluid dynamics Chapter IX, implicit crank-nicolson solving
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热传导MATLAB工具箱提供了一组为一维热传导计算功能通过为界区间和数值方法分析方法（显性，隐性，曲柄尼科尔森）为均质材料和数值方法（显性，隐性，Crank-尼科尔森）用于非均质材料。所有功能都通过傅立叶的热传导方程描述。通过热传导解决了狄利克雷和诺伊曼边界条件。该功能通过HC_test_h.m（均匀材料）和HC_test_nh.m（非均质材料）进行测试。-The Heat Conduction Toolbox for Matlab provides a set of functions for
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Crank-Nicolson method in Numerical analysis， written in matlab
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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)
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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.)
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分数阶热传导工具箱可以用于求解分数阶微分方程中的热传导过程的求解，包含解析解与数值解的求解方式，含有显式，隐式和Crank–Nicolson求解方法。(The methods of solving models of heat conduction are described, namely analytical and numerical methods. In the case of numerical methods regards the finite difference method
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(Crank-Nicolson difference scheme of the convection-diffusion equation program)matlab版本
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求解三对角矩阵的时候可以用追赶法解方程组的解，文件为追赶法例程，附带Crank-Nicolson格式解对流方程算法(When solving tridiagonal matrix, we can use catch-up method to solve the solution of equations. The file is catch-up method routine, with crank Nicolson scheme to solve the convection equation
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