Tridiagonal matrix algorithm - Wikipedia - discu.eu

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Optimizing Solver for Almost Tridiagonal Matrix https://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm#Variants 18 comments 26/1/2021 fortran

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Pricing Americans with Finite-Difference | TastyHedge https://tastyhedge.com/blog/finite-difference-americans 42 comments

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