https://en.wikipedia.org/wiki/John_Crank

anyway, that begs the question...was 'mr crank' a bit of a flamingo?...LOL....see previous posts:

https://en.wikipedia.org/wiki/Crank%E2%80%93Nicolson_method

let's go for 'vanilla'..."vanilla sky" replies BI online...'my old man said follow the van and don't dilly dally on the way'...is that appropriate?...anyway, 'finance' - this is definitely gill's ballpark, isn't it - dazzlenation....go figure:

https://en.wikipedia.org/wiki/Option_(finance)#Option_styles