Maria do Rosário Lourenço Grossinho


AuthID: R-000-B82

Confirmed Publications: 36



1
TITLE: A note on the approximation of pdes with unbounded coefficients-The special one-dimensional case
AUTHORS: Gonçalves, FF; Grossinho, MR ; Morais, E;
PUBLISHED: 2020, SOURCE: International Journal of Applied Mathematics, VOLUME: 33, ISSUE: 1
INDEXED IN: Scopus CrossRef
2
TITLE: Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
AUTHORS: Maria do Rosario Grossinho ; Yaser Faghan Kord; Daniel Sevcovic;
PUBLISHED: 2020, SOURCE: JOURNAL OF COMPUTATIONAL FINANCE, VOLUME: 23, ISSUE: 4
INDEXED IN: Scopus WOS
3
TITLE: Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function  Full Text
AUTHORS: Grossinho, MD ; Faghan, YK; Sevcovic, D;
PUBLISHED: 2017, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS, VOLUME: 24, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
4
TITLE: Special issue: Stochastic and Computational Finance Preface
AUTHORS: Matthias Ehrhardt; Maria do Rosario Grossinho ; Daniel Sevcovic; Albert Shiryaev;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 94, ISSUE: 11
INDEXED IN: WOS
5
TITLE: On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs
AUTHORS: Ruben Figueroa; Maria D do Rosario Grossinho ;
PUBLISHED: 2015, SOURCE: BOUNDARY VALUE PROBLEMS, VOLUME: 2015, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
6
TITLE: Spatial Approximation of Nondivergent Type Parabolic PDEs with Unbounded Coefficients Related to Finance  Full Text
AUTHORS: Goncalves, FF; Grossinho, AR ;
PUBLISHED: 2014, SOURCE: ABSTRACT AND APPLIED ANALYSIS, VOLUME: 2014
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
7
TITLE: A fully nonlinear problem arising in financial modelling
AUTHORS: Grossinho, MD ; Morais, E;
PUBLISHED: 2013, SOURCE: BOUNDARY VALUE PROBLEMS, VOLUME: 2013, ISSUE: 1
INDEXED IN: WOS CrossRef Handle
8
TITLE: Discretisation of abstract linear evolution equations of parabolic type
AUTHORS: Goncalves, FF ; Grossinho, MD ; Morais, E ;
PUBLISHED: 2012, SOURCE: ADVANCES IN DIFFERENCE EQUATIONS, VOLUME: 2012, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
9
TITLE: Solvability of an elastic beam equation in presence of a sign-type Nagumo control
AUTHORS: Grossinho, MR ; Santos, AI ;
PUBLISHED: 2011, SOURCE: Nonlinear Studies, VOLUME: 18, ISSUE: 2
INDEXED IN: Scopus
IN MY: ORCID
10
TITLE: ON THE SPACE DISCRETIZATION OF PDEs WITH UNBOUNDED COEFFICIENTS ARISING IN FINANCIAL MATHEMATICS. A CASE OF ONE SPATIAL DIMENSION
AUTHORS: Fernando F Goncalves ; Maria do Rosario Grossinho ; Eva Morais ;
PUBLISHED: 2010, SOURCE: COMPTES RENDUS DE L ACADEMIE BULGARE DES SCIENCES, VOLUME: 63, ISSUE: 1
INDEXED IN: Scopus WOS
IN MY: ORCID
Page 1 of 4. Total results: 36.

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