On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs von Figueroa, Rubén, Grossinho, Maria do Rosário

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Nonlinear Analysis and Its Applications to Differential Equations von Grossinho, M. R, Ramos, M, Rebelo, C, Sanchez, L

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Discretisation of abstract linear evolution equations of parabolic type von Gonçalves, Fernando F, Grossinho, Maria do Rosário, Morais, Eva

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Pricing Perpetual Put Options by the Black–Scholes Equation with a Nonlinear Volatility Function von Grossinho, Maria do Rosário, Kord Faghan, Yaser, Ševčovič, Daniel

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An Introduction to Minimax Theorems and Their Applications to Differential Equations von do Rosário Grossinho, Maria, Tersian, Stepan Agop

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A fully nonlinear problem arising in financial modelling von Grossinho, Maria do Rosário, Morais, Eva

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On the solvability of some discontinuous third order nonlinear differential equations with two point boundary conditions von Cabada, Alberto, Grossinho, Maria do Rosário, Minhós, Feliz

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Mathematical Control Theory and Finance von Sarychev, Andrey, Grossinho, Maria do Rosário, Guerra, Manuel, Shiryaev, Albert

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An introduction to minimax theorems and their applications to differential equations von Grossinho, Maria do Rosario, Tersian, Stepan Agop

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Indifference Pricing in a Market with Transaction Costs and Jumps von Cantarutti, Nicola, Guerra, João, Guerra, Manuel, do Rosário Grossinho, Maria

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Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations von do Rosário Grossinho, Maria, Faghan, Yaser, Ševčovič, Daniel

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Stochastic Finance von Shiryaev, A. N, Esquível, M. L, Grossinho, M. R, Oliveira, P. E

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A fully nonlinear problem arising in financial modelling: Doc 403 von Grossinho, Maria Do, Rosário, Morais, Eva

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Pricing American Call Options by the Black-Scholes Equation with a Nonlinear Volatility Function von Grossinho, Maria do Rosario, Kord, Yaser Faghan, Sevcovic, Daniel

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Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations von Grossinho, Maria do Rosario, Kord, Yaser Faghan, Sevcovic, Daniel

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Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function von Grossinho, Maria do Rosario, Faghan, Yaser Kord, Sevcovic, Daniel

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On the solvability of a boundary value problem for a fourth-order ordinary differential equation von do Rosário Grossinho, Maria, Sanchez, Luis, Tersian, Stepan A.

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Pricing American Call Options by the Black-Scholes Equation with a Nonlinear Volatility Function von Maria do Rosario Grossinho, Kord, Yaser Faghan, Sevcovic, Daniel

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Existence of stable periodic solutions of a semilinear parabolic problem under Hammerstein-type conditions von Grossinho, Maria do Rosário, Omari, Pierpaolo

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Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function von Maria do Rosario Grossinho, Faghan, Yaser Kord, Sevcovic, Daniel

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