Maria do Rosário Grossinho
(Maria do Rosario Grossinho)

Personal Details

First Name:	Maria
Middle Name:
Last Name:	Grossinho
Suffix:
RePEc Short-ID:	pgr622
	https://aquila.iseg.utl.pt/aquila/homepage/f751

Affiliation

Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://cemapre.iseg.ulisboa.pt/
RePEc:edi:cmutlpt (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Maria do Rosario Grossinho & Yaser Faghan Kord & Daniel Sevcovic, 2017. "Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations," Papers 1707.00356, arXiv.org.

   Cited by:

   1. Maria do Rosário Grossinho & Yaser Kord Faghan & Daniel Ševčovič, 2017. "Pricing Perpetual Put Options by the Black–Scholes Equation with a Nonlinear Volatility Function," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(4), pages 291-308, December.

2. Maria do Rosario Grossinho & Yaser Kord Faghan & Daniel Sevcovic, 2016. "Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function," Papers 1611.00885, arXiv.org, revised Nov 2017.

   Cited by:

   1. Maria do Rosário Grossinho & Yaser Faghan Kord & Daniel Sevcovic, 2017. "Pricing American Call Option by the Black-Scholes Equation with a Nonlinear Volatility Function," Working Papers REM 2017/18, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
   2. Maria do Rosario Grossinho & Yaser Faghan Kord & Daniel Sevcovic, 2017. "Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations," Papers 1707.00356, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CFN: Corporate Finance (1) 2016-11-06. Author is listed
2. NEP-CMP: Computational Economics (1) 2016-11-06. Author is listed

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