TY  - JOUR
AU  - Company, Rafael
AU  - Jódar, Lucas
AU  - Pintos, José-Ramón
TI  - Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
JO  - ESAIM: Modélisation mathématique et analyse numérique
PY  - 2009
SP  - 1045
EP  - 1061
VL  - 43
IS  - 6
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/m2an/2009014/
DO  - 10.1051/m2an/2009014
LA  - en
ID  - M2AN_2009__43_6_1045_0
ER  -