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[Your name] recommends the following article of ESAIM: Mathematical Modelling and Numerical Analysis to you.

Title: Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
Author(s): Rafael Company, Lucas Jódar and José-Ramón Pintos
http://www.esaim-m2an.org/10.1051/m2an/2009014

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