Giles, MB and 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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