Journal of Applied Mathematics / 2012 / Article / Fig 6

Research Article

A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

Figure 6

Influence of the transaction costs (parameter ) on the value of European butterfly spread with the computational parameters and .
205686.fig.006a
(a)   Linear and nonlinear cases
205686.fig.006b
(b) Nonlinear-linear ( )