This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

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Date: 2009-10-05 02:39:58 Numerical analysis Differential equations Crank–Nicolson method Mathematical finance Discretization Partial differential equation Finite difference Heat equation Thorn Mathematical analysis Mathematics Calculus		This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar Add to Reading List Source URL: www.staff.ul.ie Download Document from Source Website File Size: 465,93 KB Share Document on Facebook

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