Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543)

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Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
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    Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (English)
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    23 November 2009
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    nonlinear Black-Scholes equation
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    option pricing
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    numerical analysis
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    transaction costs
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