Al-Zhour, Zeyad; Barfeie, Mahdiar; Soleymani, Fazlollah; Tohidi, Emran A computational method to price with transaction costs under the nonlinear Black-Scholes model. (English) Zbl 1448.91322 Chaos Solitons Fractals 127, 291-301 (2019). MSC: 91G60 91G20 65M22 65L06 PDFBibTeX XMLCite \textit{Z. Al-Zhour} et al., Chaos Solitons Fractals 127, 291--301 (2019; Zbl 1448.91322) Full Text: DOI
Soleymani, Fazlollah; Akgül, Ali Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach. (English) Zbl 1448.91311 Chaos Solitons Fractals 119, 298-309 (2019). MSC: 91G30 65M20 65L04 PDFBibTeX XMLCite \textit{F. Soleymani} and \textit{A. Akgül}, Chaos Solitons Fractals 119, 298--309 (2019; Zbl 1448.91311) Full Text: DOI