TY - JOUR AU - Imai, Hitoshi AU - Ishimura, Naoyuki AU - Sakaguchi, Hideo TI - Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs JO - Kybernetika PY - 2007 SP - 807 EP - 815 VL - 43 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/KYB_2007__43_6_a5/ LA - en ID - KYB_2007__43_6_a5 ER -