@article{M2AN_2009__43_6_1045_0, author = {Company, Rafael and J\'odar, Lucas and Pintos, Jos\'e-Ram\'on}, title = {Consistent stable difference schemes for nonlinear {Black-Scholes} equations modelling option pricing with transaction costs}, journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique}, pages = {1045--1061}, publisher = {EDP-Sciences}, volume = {43}, number = {6}, year = {2009}, doi = {10.1051/m2an/2009014}, mrnumber = {2588432}, zbl = {1175.91071}, language = {en}, url = {http://www.numdam.org/articles/10.1051/m2an/2009014/} }