Maria do Rosario Grossinho

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Papers (3)

1. Pricing American Call Options by the Black-Scholes Equation with a Nonlinear Volatility Function q-fin.CP · 2017 · author #1
2. Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations q-fin.CP · 2017 · author #1
3. Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function q-fin.MF · 2016 · author #1

Mentions

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Frequent Coauthors

• Daniel Sevcovic 3 shared papers
• Yaser Faghan Kord 2 shared papers
• Yaser Kord Faghan 1 shared papers