%0 Journal Article %1 journals/ijcm/EgorovaTLCJ17 %A Egorova, Vera N. %A Tan, Shih-Hau %A Lai, C.-H. %A Company, Rafael %A Jódar, Lucas %D 2017 %J Int. J. Comput. Math. %K dblp %N 2 %P 345-362 %T Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. %U http://dblp.uni-trier.de/db/journals/ijcm/ijcm94.html#EgorovaTLCJ17 %V 94

@article{journals/ijcm/EgorovaTLCJ17, added-at = {2024-07-10T00:00:00.000+0200}, author = {Egorova, Vera N. and Tan, Shih-Hau and Lai, C.-H. and Company, Rafael and Jódar, Lucas}, biburl = {https://www.bibsonomy.org/bibtex/265d59f4a9e845565e7e9dee3cfe575a9/dblp}, ee = {https://doi.org/10.1080/00207160.2015.1108409}, interhash = {33c232ad5702d5f52d38742fc70dcb55}, intrahash = {65d59f4a9e845565e7e9dee3cfe575a9}, journal = {Int. J. Comput. Math.}, keywords = {dblp}, number = 2, pages = {345-362}, timestamp = {2024-07-15T07:03:53.000+0200}, title = {Moving boundary transformation for American call options with transaction cost: finite difference methods and computing.}, url = {http://dblp.uni-trier.de/db/journals/ijcm/ijcm94.html#EgorovaTLCJ17}, volume = 94, year = 2017 }