#### Crank nicholson method matlab

Feb 09, · Hi Conrad, If you are trying to solve by crank Nicolson method, this is not the way to do it. You have to solve it by tri-diagonal method as there are minimum 3 unknowns for the next time step. May 23, · I have the code which solves the Sel'kov reaction-diffusion in MATLAB with a Crank-Nicholson scheme. I would love to modify or write a 2D Crank-Nicolson . Crank-Nicolson Finite Difference Method - A MATLAB Implementation. This tutorial presents MATLAB code that implements the Crank-Nicolson finite difference method for option pricing as discussed in the The Crank-Nicolson Finite Difference Method tutorial. The code may be used to price vanilla European Put or Call options.

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