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Convergence Analysis of Crank-Nicolson and Rannacher Time-Marching

Giles, MB; Carter RJ, ; (2006) Convergence Analysis of Crank-Nicolson and Rannacher Time-Marching. Journal of Computational Finance , 9 (4) 89 - ?.

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Type: Article
Title: Convergence Analysis of Crank-Nicolson and Rannacher Time-Marching
UCL classification: UCL > School of BEAMS > Faculty of Engineering Science > Mechanical Engineering
URI: http://discovery.ucl.ac.uk/id/eprint/1349021
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