Vera N. Egorova, S. H. Tan, C.-H. Lai, Rafael Company, Lucas Jódar. Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math., 94(2):345-362, 2017. [doi]
@article{EgorovaTLCJ17,
title = {Moving boundary transformation for American call options with transaction cost: finite difference methods and computing},
author = {Vera N. Egorova and S. H. Tan and C.-H. Lai and Rafael Company and Lucas Jódar},
year = {2017},
doi = {10.1080/00207160.2015.1108409},
url = {http://dx.doi.org/10.1080/00207160.2015.1108409},
researchr = {https://researchr.org/publication/EgorovaTLCJ17},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {94},
number = {2},
pages = {345-362},
}