Rafael Company, Lucas Jódar, José Ramón Pintos. A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets. Mathematics and Computers in Simulation, 82(10):1972-1985, 2012. [doi]
@article{CompanyJP12,
title = {A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets},
author = {Rafael Company and Lucas Jódar and José Ramón Pintos},
year = {2012},
doi = {10.1016/j.matcom.2010.04.026},
url = {http://dx.doi.org/10.1016/j.matcom.2010.04.026},
researchr = {https://researchr.org/publication/CompanyJP12},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {82},
number = {10},
pages = {1972-1985},
}