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ORCID"Computational technique for treating the nonlinear Black-Scholes equation ..."
Hitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi (2007)
- 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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