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Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricingwith transaction costs
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 43 / Issue 6 / November 2009
- Published online by Cambridge University Press:
- 12 June 2009, pp. 1045-1061
- Print publication:
- November 2009
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- Article
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