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. [doi]
@article{ImaiIS07,
title = {Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs},
author = {Hitoshi Imai and Naoyuki Ishimura and Hideo Sakaguchi},
year = {2007},
url = {http://www.kybernetika.cz/content/2007/6/807},
researchr = {https://researchr.org/publication/ImaiIS07},
cites = {0},
citedby = {0},
journal = {Kybernetika},
volume = {43},
number = {6},
pages = {807-815},
}