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	20	.pdf	application/pdf	6988	432	69	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] J. Guyon, P. Henry-Labordere, Nonlinear option pricing, CRC Press, 2014.[7] F. Black, M. Scholes, The pricing of options and corporate liabilities, J. Polit. nonlinear Black-Scholes PDE; option pricing; volatility model; finite volume method; finitedifference method.	cache/ma-64.pdf	txt/ma-64.txt