Finite-Difference Sketches

The week 5 and 6 notes contain the broader finite-difference grid and explicit/implicit, Crank–Nicolson, and Heston derivations. This page is kept as a brief sketch supplement rather than repeating those derivations.

The hand-drawn diagram has the readable labels A, B, and C beside several tall, curved strokes. Other point labels and the nearby coefficient and equation notation are unclear in the source.