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Author: Sakaguchi, Hideo
Imai, Hitoshi; Ishimura, Naoyuki; Sakaguchi, Hideo
:
Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs
.
(English).
Kybernetika
,
vol. 43 (2007), issue 6
,
pp. 807-815
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