Work

Convergence analysis of Crank–Nicolson and Rannacher time-marching

Year: 2006

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2006.152

Authors: Michael B. Giles, Rebecca Carter

Institution: University of Oxford

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1562738017

FWCI: 11.34

Cites: 22

Cited by: 124

Related to: 10