Goncalo dos Reis


AuthID: R-000-JPV

Confirmed Publications: 49



31
TITLE: An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example
AUTHORS: dos Reis, G ; Smith, G;
PUBLISHED: 2019, SOURCE: International Workshop on BSDEs, SPDEs and their Applications, BSDE-SPDE 2017 in Springer Proceedings in Mathematics and Statistics, VOLUME: 289
INDEXED IN: Scopus CrossRef
IN MY: ORCID
32
TITLE: Differentiability of SDEs with drifts of super-linear growth
AUTHORS: Peter Imkeller; Goncalo dos Reis ; William Salkeld;
PUBLISHED: 2019, SOURCE: ELECTRONIC JOURNAL OF PROBABILITY, VOLUME: 24
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
33
TITLE: FREIDLIN-WENTZELL LDP IN PATH SPACE FOR MCKEAN-VLASOV EQUATIONS AND THE FUNCTIONAL ITERATED LOGARITHM LAW
AUTHORS: dos Reis, G ; Salkeld, W; Tugaut, J;
PUBLISHED: 2019, SOURCE: ANNALS OF APPLIED PROBABILITY, VOLUME: 29, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 29
IN MY: ORCID
34
TITLE: CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH
AUTHORS: Lionnet, A; dos Reis, G ; Szpruch, L;
PUBLISHED: 2018, SOURCE: ANNALS OF APPLIED PROBABILITY, VOLUME: 28, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 4
IN MY: ORCID
35
TITLE: Robust and consistent estimation of generators in credit risk  Full Text
AUTHORS: dos Reis, G ; Smith, G;
PUBLISHED: 2018, SOURCE: QUANTITATIVE FINANCE, VOLUME: 18, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef: 10
IN MY: ORCID
36
TITLE: Equilibrium Pricing Under Relative Performance Concerns  Full Text
AUTHORS: Jana Bielagk; Arnaud Lionnet; Goncalo Dos Reis ;
PUBLISHED: 2017, SOURCE: SIAM JOURNAL ON FINANCIAL MATHEMATICS, VOLUME: 8, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 10
IN MY: ORCID
37
TITLE: Hybrid PDE solver for data-driven problems and modern branching
AUTHORS: Bernal, F; Dos Reis, G ; Smith, G;
PUBLISHED: 2017, SOURCE: EUROPEAN JOURNAL OF APPLIED MATHEMATICS, VOLUME: 28, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID
38
TITLE: Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
AUTHORS: Gassiat, P; Oberhauser, H; dos Reis, G ;
PUBLISHED: 2015, SOURCE: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, VOLUME: 125, ISSUE: 12
INDEXED IN: Scopus WOS CrossRef: 15
IN MY: ORCID
39
TITLE: TIME DISCRETIZATION OF FBSDE WITH POLYNOMIAL GROWTH DRIVERS AND REACTION-DIFFUSION PDES
AUTHORS: Lionnet, A; Dos Reis, G ; Szpruch, L;
PUBLISHED: 2015, SOURCE: ANNALS OF APPLIED PROBABILITY, VOLUME: 25, ISSUE: 5
INDEXED IN: Scopus WOS CrossRef: 19
IN MY: ORCID
40
TITLE: A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE  Full Text
AUTHORS: Goncalo Dos Reis ; Ricardo J N Dos Reis;
PUBLISHED: 2013, SOURCE: STOCHASTICS AND DYNAMICS, VOLUME: 13, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 4
IN MY: ORCID
Page 4 of 5. Total results: 49.

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