id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ma-64	 Hossan, Md. Shorif; Islam, Md. Shafiqul;  Kamrujjaman, Md.	Efficient Numerical Schemes for Computations of European Options with Transaction Costs	2022-02-17	20	.pdf	application/pdf	6976	453	70	nonlinear Black-Scholes PDE; option pricing; volatility model; finite volume method; finitedifference method. J. Monique, Y. Marc, C. March, Mathematical methods for financial markets, Springer Science & Business Media,2009.[4] J. R. Buchanan, An undergraduate introduction to financial mathematics, 3rd ed., World Scientific Publishing Com-pany, 2012.[5] A. Yves, P. Olivier, Computational methods for option pricing, Society for Industrial and Applied Mathematics, 2005.[6]	cache/ma-64.pdf	txt/ma-64.txt
