Machine learningNumerical Methods

Crank-Nicolson Pricing

The Crank-Nicolson method is a widely-used implicit finite difference scheme for solving PDEs in option pricing. It provides second-order accuracy in both space and time, unconditional stability, and can efficiently price derivatives with early exercise features (American options) or complex boundary conditions.

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Sources

  1. Crank, J., & Nicolson, P. (1947). A practical method for numerical evaluation of solutions of partial differential equations of the heat-conduction type. Mathematical Proceedings of the Cambridge Philosophical Society, 43(1), 50-67. DOI: 10.1017/S0305004100023197
  2. Fornberg, B. (1996). A Practical Guide to Pseudospectral Methods. Cambridge University Press. DOI: 10.1017/CBO9780511626357

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Referenced by

ScholarGateCrank-Nicolson Pricing (Crank-Nicolson Finite Difference Method). Retrieved 2026-06-04 from https://scholargate.app/en/quantitative-finance/crank-nicolson-pricing