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 journalArticle

    33 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)8811–8828
    JournalApplied Mathematics and Computation
    Volume219
    Issue number16
    DOIs
    Publication statusPublished - 2013

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