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).
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 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).
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).