"Computational technique for treating the nonlinear Black-Scholes equation ..."

Hitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi (2007)

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type: Journal Article

metadata version: 2021-02-17

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Hitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi:
Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs. Kybernetika 43(6): 807-815 (2007)

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