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MR2588432 (2010m:91210) 91G20 (35K91 65M06 91G80)
Company, Rafael; Jódar, Lucas; Pintos, José-Ramón Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs. M2AN Math. Model. Numer. Anal. 43 (2009), no. 6, 1045–1061.
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