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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

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