An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs

D.C. Lesmana, Song Wang

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	8811–8828
Journal	Applied Mathematics and Computation
Volume	219
Issue number	16
DOIs	https://doi.org/10.1016/j.amc.2012.12.077
Publication status	Published - 2013

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title = "An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs",

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