Research papers

1. Real Option pricing with mean-reverting investment and project value.  Accepted in Eur. J. Financ. (2011, with S. Jaimungal & J.P. Zubelli).        
2. Global stability for a class of virus models with Cytotoxic T Lymphocyte immune response and antigenic variation. Bull. Math. Biol., 73, 609--625. (2011, with J.P. Zubelli).        
3. Strategic investment decisions under fast mean-reversion stochastic volatility. Appl. Stoch. Models Bus. Ind., 27 (1), 61--69. (2011, with J.P. Zubelli).    
4. The SIR epidemic model from a PDE point of view. Math. Comp. Modelling, 53 (7-8), 1568--1574 (2011, with F.A.C.C. Chalub).        
5. From discrete to continuous evolution models: a unifying approach to drift-diffusion and replicator dynamics. Theor. Pop. Biol., 76 (4), 268--277 (2009, with F.A.C.C. Chalub).        
6. Evolution of cooperation under N-person snowdrift games. J. Theor. Biol., 260 (4), 581--588 (2009, with J.M. Pacheco & F.C. Santos).    
7. A non-standard evolution problem arising in population genetics. Comm. Math. Sci., 7 (2), 489--502 (2009, with F.A.C.C. Chalub).        
8. Evolutionary dynamics of collective action in N-person Stag-Hunt Dilemmas. Proc. R. Soc. B , 276 (1655), 315--321 (2009, with J.M. Pacheco, F.C. Santos & B. Skyrms).    
9. Discrete versus continuous models in evolutionary dynamics: from simple to simpler --- and even simpler --- models. Math. Comp. Modelling, 47 (7-8), 743--754 (2008, with F.A.C.C. Chalub).        
10. Inverse problems and regularization techniques in option pricing. PAMM, 7 (1), 1042403--1042404 (2007, with J.P. Zubelli).        
11. On the asymptotics of fast mean-reversion stochastic volatility models. Int. J. Theor. Appl. Financ., 10 (5), 817--835 (2007, with J.P. Zubelli).        
12. On the equation satisfied by a steady Prandtl-Munk vortex sheet. Comm. Math. Sci., 1 (1), 68--73 (2003, with M.C. Lopes Filho & H.J. Nussenzveig Lopes).        
13. Projeto ótimo de gráficos de médias ponderadas exponencialmente (EWMA) para controle estatístico de processo. Pesq. Oper., 18 (2), 109--130 (1998, with E.K. Epprecht e A.L. Ninio).

Chapters in books

1. Evolutionary dynamics of collective action. In The Mathematics of Darwin's Legacy, J.F. Rodrigues & F.A.C.C. Chalub eds, Springer-Basel. (2011, with J.M. Pacheco, F.C. Santos & B. Skyrms).
2. Continuous models for genetic evolution in large populations. In Dynamics, Games and Science I, M.M. Peixoto, A.A. Pinto, D.A. Rand eds, Springer-Verlag. (2011, with F.A.C.C. Chalub).

Submitted and in preparation

1. A derivation of Holling's type I, II and III functional responses in predator-prey systems.  Submitted (with J.H.P. Dawes)
2. Multiscale analysis for a vector-borne epidemic model.  Submitted    
3. The frequency-dependent Wright-Fisher model: diffusive and non-diffusive approximations.  Submitted (with F.A.C.C. Chalub)    
4. On incipient vortex breakdown.  Submitted (with S.J. Cowley).    
5. Portfolio selection with random transaction costs.  In preparation (with M. Nazareth).
6. Multiscale modeling in evolutionary dynamics.  In preparation (with F.A.C.C. Chalub).
7. Spiral-type vortex breakdown on a trailing vortex: a weakly nonlinear marginal instability?  In preparation (with S.J. Cowley).
8. Flocking under random interaction.  In preparation (with E. Canale & E. Mordecki).
9. Selective signal smoothing.  In preparation (with J.B. Limaco & R. Teixeira)
10. Quasi-Cylindrical flows.  In preparation.
11. Stochastic volatiliy in IBOVESPA --- a fast mean reversion analysis.  In preparation (with C.A.M. Alves & J.P. Zubelli).

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