Details about Maria do Rosário Grossinho

E-mail:
Homepage:	https://aquila.iseg.utl.pt/aquila/homepage/f751
Workplace:	Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE) (Centre for Mathematics Applied to Forecasting and Economic Decision), Research in Economics and Mathematics (REM), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)

Access statistics for papers by Maria do Rosário Grossinho.

Last updated 2022-07-05. Update your information in the RePEc Author Service.

Short-id: pgr622

Working Papers

2019

Option pricing in exponential L\'evy models with transaction costs
Papers, arXiv.org

2018

Pricing American Call Options by the Black-Scholes Equation with a Nonlinear Volatility Function
Papers, arXiv.org

2017

Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations
Papers, arXiv.org View citations (1)
Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function
Papers, arXiv.org View citations (2)

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