Maria do Rosário Grossinho

Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function

M. R. Grossinho and Y. Kord

*Asia Pacific Financial Markets* 24, 291-308 (2017).

On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs

R. Figueroa and M. R. Grossinho

*Boundary Value Problems* 145, (2015).

Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance

F. F. Gonçalves and M. R. Grossinho

*Abstract and Applied Analysis* Article ID 801059, 11 pages (2014).

A fully nonlinear problem arising in financial modelling

M. R. Grossinho and E. Morais

*Boundary Value Problems*, 146 (2013).

Discretisation of abstract linear evolution equations of parabolic type

F. F. Gonçalves, M. R. Grossinho and E. Morais

*Advances in Difference Equations* 14, (2012).

Solvability of an elastic beam equation in presence of a sign-type Nagumo control

M. R. Grossinho and A. M. P. Santos

*Nonlinear Studies* 18, 279-291 (2011).

On the space discretization of PDEs with unbounded coefficients arising in Financial Mathematics - the case of one spatial dimension

F. F. Gonçalves, M. R. Grossinho and E. Morais

*Comptes Rendus de l'Académie Bulgare des Sciences* 63, 35-46 (2010).

A note on a class of problems for a higher-order fully nonlinear equation under one-sided Nagumo-type condition

M. R. Grossinho, F. Minhós and A. I. Santos

*Nonlinear Analysis: Theory, Methods & Applications* 11, 4027-4038 (2009).

A note on a stationary problem for a Black-Scholes equation with transaction costs

M. R. Grossinho and E. Morais

*International Journal of Pure and Applied Mathematics* 51, 557-565 (2009).

A note on the numerical approximation of parabolic equations in Holder spaces

F. F. Gonçalves and M. R. Grossinho

*International Journal of Applied Mathematics* 22, 227-243 (2009).

Numerical approximation of multidimensional parabolic partial differential equations arising in financial mathematics

F. F. Gonçalves and M. R. Grossinho

*Mathematica Balkanica* 23, 111-132 (2009).

Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation

M. F. Fabião Ribeiro, M. R. Grossinho and O. Simões

*Nonlinear Analysis: Theory, Methods & Applications* 71(10), 4624-4631 (2009).

Space discretization of Cauchy problems for multidimensional PDEs with unbounded coefficients arising in financial mathematics

F. F. Gonçalves and M. R. Grossinho

*Comptes Rendus de l'Académie Bulgare des Sciences* 62, 791-798 (2009).

A third-order boundary value problem with one-sided Nagumo condition

M. R. Grossinho, F. Minhós and A. I. Santos

*Nonlinear Analysis: Theory, Methods & Applications* 63, 247 256 (2005).

Existence result for a third-order ODE with nonlinear boundary conditions in presence of a sign-type Nagumo control

M. R. Grossinho, F. Minhós and A. I. Santos

*Journal of Mathematical Analysis and Applications* 309, 271-283 (2005).

Extremal solutions for third-order nonlinear problems with upper and lower solutions in reversed order

A. Cabada, M. R. Grossinho and F. Minhós

*Nonlinear Analysis: Theory, Methods & Applications* 62, 1109-1121 (2005).

On the solvability of a boundary value problem for a fourth order ordinary differential equation

M. R. Grossinho, L. Sanchez and S. A. Tersian

*Applied Mathematics Letters* 18, 439444 (2005).

Solvability of some third-order boundary value problems with asymmetric unbounded nonlinearities

M. R. Grossinho, F. Minhós and A. I. Santos

*Nonlinear Analysis: Theory, Methods & Applications* 62, 1235-1250 (2005).

Upper and lower solutions for higher order boundary value problems

M. R. Grossinho and F. Minhós

*Nonlinear Studies* 12, 165-176 (2005).

On the solvability of some discontinuous third order nonlinear differential equations with two point boundary conditions

A. Cabada, M. R. Grossinho and F. Minhós

*Journal of Mathematical Analysis and Applications* 285, 174190 (2003).

Existence result for some third order separated boundary value problems

M. R. Grossinho and F. Minhós

*Nonlinear Analysis: Theory, Methods & Applications* 47, 2407-2417 (2001).

The dual variational principle and equilibria for a beam resting on a discontinuous nonlinear elastic foundation

M. R. Grossinho and S. A. Tersian

*Nonlinear Analysis: Theory, Methods & Applications* 41, 417-431 (2000).

Existence of stable periodic solutions of a semilinear parabolic problem under Hammerstein--type conditions

M. R. Grossinho and P. Omari

*Electronic Journal of Qualitative Theory of Differential Equations* 9, 1-24 (1999).

Positive homoclinic solutions for a class of second order differential equations

M. R. Grossinho, F. Minhós and S. A. Tersian

*Journal of Mathematical Analysis and Applications* 240, 163-173 (1999).

Periodic solutions of parabolic and telegraph equations with asymetric nonlinearities

M. R. Grossinho and M. N. Nkashama

*Nonlinear Analysis: Theory, Methods & Applications* 33, 187-210 (1998).

Solvability of the Dirichlet-periodic problem for a nonlinear parabolic equation under conditions on the potential

M. R. Grossinho and P. Omari

*Differential Equations and Dynamical Systems* 6, 471-493 (1998).

A multiplicity result for a class of quasilinear elliptic and parabolic problems

M. R. Grossinho and P. Omari

*Electronic Journal of Differential Equations* 1997, 1-16 (1997).

On pairs of positive solutions for a singular boundary value problem

C. De Coster, M. R. Grossinho and P. Habets

*Applicable Analysis* 59, 241-256 (1995).

Symmetric equilibria for a beam with a nonlinear elastic foundation

M. R. Grossinho and T. F. Ma

*Portugaliæ Mathematica* 51, 375-393 (1994).

Some existence and bifurcation results for non-linear elliptic problems in strip-like domains

M. R. Grossinho

*Ricerche di Matematica* 36, 127-138 (1987).

A note on periodic solutions of some nonautonomous differential equations

M. R. Grossinho and L. Sanchez

*Bulletin of the Australian Mathematical Society* 34, 253-265 (1986).

Option Pricing in Exponential Lévy Models with Transaction Costs

N. Cantarutti, J. M. E. Guerra, M. Guerra and M. R. Grossinho

*ECMI Newsletter* 56, 79-80 (2014).

An introduction to minimax theorems and their applications to differential equations

M. R. Grossinho and S. A. Tersian

Kluwer, 269 (2001).

Mathematical Control Theory and Finance

M. R. Grossinho, M. Guerra, A. Sarychev and A. Shiryaev

Springer, (2008).

Stochastic Finance

M. R. Grossinho, A. Shiryaev, P. Oliveira and M. Esquível

Springer, (2006).

Nonlinear analysis and its applications to differential equations

M. R. Grossinho, M. Ramos, L. Sanchez and C. Rebelo

Birkhauser, (2001).

Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations

M. R. Grossinho, Y. Kord and D. Sevcovic

*Novel Methods in Computational Finance, Editors: Matthias Ehrhardt, Michael Gunther and Jan ter Maten, Springer*, Springer Chpater 8, 129-142 (2017).

Indifference pricing in a market with transaction costs and jumps

N. Cantarutti, J. M. E. Guerra, M. Guerra and M. R. Grossinho

*Novel Methods in Computational Finance, Eds. M. Ehrhardt, M. Günther and E.J.W. ter Maten*, Springer 25, 31-46 (2017).

Stationary solutions of some nonlinear Black-Scholes type equations arising in option pricing

M. F. Fabião Ribeiro, M. R. Grossinho, E. Morais and O. Simões

*in Progress in Industrial Mathematics at ECMI 2010*, Springer, 223-229 (2012).

Solvability of a stationary nonlinear Black-Scholes equation under conditions on the potential

M. F. Fabião Ribeiro, M. R. Grossinho and O. Simões

*in Engineering, Biology and Medicine - Conference on Boundary Value Problems*, American Institute of Physics 1124, 129-137 (2009).

Homoclinic and periodic solutions for a class of second order differential equations

M. R. Grossinho, F. Minhós and S. A. Tersian

*in Nonlinear Analysis and its Applications to Differential Equations, Eds. Grossinho, Ramos, Rebelo and Sanchez*, Birkhauser 43, 289-298 (2001).

Some existence results for nonselfadjoint problems at resonance

M. R. Grossinho

*Contemporary Mathematics*, AMS 72, 107-120 (1989).

Double resonance at the first and second eigenvalues for the nonlinear heat equation

M. R. Grossinho

*in Nonlinear Functional Analysis and Fixed Point Theory, NATO ASI series, Eds. Singh, Reidel and Dordrecht* 173, 241-252 (1986).

Topological methods in differential problems of financial modelling

M. F. Fabião Ribeiro, M. R. Grossinho and O. Simões

*International Conference Nonlinear Difference and Differential Equations and their Applications, Ruse*, 17-22 (2012).

Higher order nonlinear two‐point boundary value problems with sign‐type Nagumo condition

M. R. Grossinho, F. Minhós and A. I. Santos

*International Conference on Boundary Value Problems: Mathematical Models in Engineering, Biology and Medicine, Eds. Cabada, Liz, Nieto*, AIP Conf. Proc. 1124, 195-204 (2010).

Nontrivial solutions of boundary value problems for semilinear fourth and sixth order differential equations.

M. R. Grossinho and S. A. Tersian

*Proceedings of 32nd Spring Conference of U.B.M., Bulgary,*, 71--78 (2003).

Solvability of some higher order two-point boundary value problems

M. R. Grossinho and F. Minhós

*Equadiff 10, Czechoslovak International Conference on Differential Equations and Their Applications, Papers. Masaryk University, Brno, Kuben, J. and Vosmansky, J. (eds.)*, 183-189 (2001).

Subharmonic oscillations for some second-order differential equations without Landesman-Lazer conditions

M. R. Grossinho and R. Martins

*in Proceedings of the International Conference Dynamical Systems and Differential Equations, May 2000, Atlanta*, 174-181 (2001).

Critical point theory for locally Lipschitz functionals and applications to fourth order problems

M. R. Grossinho and S. A. Tersian

*Proceedings of XXVIII-th Spring Conference of UBM Sofia*, 99-106 (1999).

Nontrivial solutions for a fourth order ODE with singular boundary conditions

M. R. Grossinho and T. F. Ma

*Proceedings of the Seventh International Colloquium on Differential Equations, Eds. Bainov and Plovdiv*, 131-140 (1996).

A Hammerstein-type result for a semilinear parabolic problem

M. R. Grossinho and P. Omari

*Proc. Equadiff 95, Eds. Magalhães, Rocha and Sanchez*, World Scientific, 403-408 (1995).

Existence and multiplicity results for singular boundary value problems

C. De Coster, M. R. Grossinho and P. Habets

*Invited Lectures of the Sixth International Colloquium on Differential Equations, Eds. Bainov and Plovdiv* 1, 131-140 (1995).

Existence results for a fourth order ODE with nonlinear boundary conditions

M. R. Grossinho and T. F. Ma

*Proceedings of CDEV, Eds. Bilchev and Tersian*, Univ. Russe, 34-41 (1995).

Periodic solutions of some second order differential equations at resonance

M. R. Grossinho

*Advances in Difference Equations, Eds. Elaydi, Ladas and Gyori*, Gordon and Breach 1, 271 - 280 (1995).

Periodic solutions for a class of second order differential equations

M. R. Grossinho, F. Minhós and S. A. Tersian

*in Applications of Mathematics in Engineering, Eds. Cheshankov and Todorov*, Heron Press 24, 67-70 (1999).

Mathematical models in finance

M. R. Grossinho

*in A Portrait of State-of-the-Art Research at the Technical University of Lisbon*, Springer, 89-101 (2007).

Matemática: legados e desafios

M. R. Grossinho

*in Dossier da Revista Episteme*, Universidade Técnica de Lisboa, (2002).

Option pricing in exponential Lévy models with transaction costs

N. Cantarutti, J. M. E. Guerra, M. Guerra and M. R. Grossinho

* preprint* (2016).
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