@article{KYB_2007__43_6_a5,
     author = {Imai, Hitoshi and Ishimura, Naoyuki and Sakaguchi, Hideo},
     title = {Computational technique for treating the nonlinear {Black-Scholes} equation with the effect of transaction costs},
     journal = {Kybernetika},
     pages = {807--815},
     publisher = {mathdoc},
     volume = {43},
     number = {6},
     year = {2007},
     mrnumber = {2388395},
     zbl = {1213.91160},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2007__43_6_a5/}
}