Here is the web page to get the file:
http://people.maths.ox.ac.uk/~gilesm/finance.htmlThe name of the article is: M.B. Giles and R. Carter. `Convergence analysis of Crank-Nicolson and Rannacher time-marching', Report NA-05/16, Oxford University Computing Laboratory, 2006, and Journal of Computational Finance, 9(4):89-112, 2006. In fact, I still have oscillations with the Rannacher method 1/4 from this article, so I will move to your method (Lawson-Morris).