题目：Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
作者：Rafael Company, Lucas Jódar and José-Ramón Pintos
出处：ESAIM: Mathematical Modelling  ESAIM: M2AN
Volume 43, Number 6, November-December 2009
链接：http://www.esaim-m2an.org/index.php?option=article&access=standard&Itemid=129&url=/articles/m2an/ref/2009/06/m2an0861/m2an0861.html