Goncalo dos Reis


AuthID: R-000-JPV

Confirmed Publications: 34



31
TITLE: Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
AUTHORS: Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, VOLUME: 120, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 34
IN MY: ORCID
32
TITLE: PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS
AUTHORS: Ankirchner, S; Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: MATHEMATICAL FINANCE, VOLUME: 20, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 28
IN MY: ORCID
33
TITLE: Results on Numerics for FBSDE with Drivers of Quadratic Growth
AUTHORS: Imkeller, P; Dos Reis, G ; Zhang, JN;
PUBLISHED: 2010, SOURCE: CONTEMPORARY QUANTITATIVE FINANCE: ESSAYS IN HONOUR OF ECKHARD PLATEN
INDEXED IN: WOS CrossRef: 11
IN MY: ORCID
34
TITLE: Classical and varitional differetiability of BSDEs with quadratic growth
AUTHORS: Ankirchner, S; Imkeller, P; Dos Reis, G ;
PUBLISHED: 2007, SOURCE: ELECTRONIC JOURNAL OF PROBABILITY, VOLUME: 12
INDEXED IN: Scopus WOS CrossRef: 46
IN MY: ORCID
Page 4 of 4. Total results: 34.

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