An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs. - Donny Citra Lesmana; Song Wang 004 (Appl. Math. Comput., 2013)

Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs. - Donny Citra Lesmana; Song Wang 004 (Appl. Math. Comput., 2015)