Title Convergence of the Saul'yev scheme for European option pricing with transaction costs nonlinear equation Type of Research Presentation Keywords Black Scholes equation , Barles-Soner model , European call option , Viscosity solution , Option pricing. Abstract Convergence of the Saul'yev scheme for European option pricing with transaction costs nonlinear equation Researchers SOMAYEH POURGHANBAR (First Researcher)، Mojtaba Ranjbar (Second Researcher)