Journal of Applied Mathematics / 2012 / Article / Fig 3

Research Article

A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

Figure 3

Influence of the transaction costs (parameter ) on the value of European put option with the computational parameters and .
205686.fig.003a
(a) Linear and nonlinear cases  
205686.fig.003b
(b) Nonlinear-linear ( )