31
TITLE: Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations  Full Text
AUTHORS: dos Reis, G ; Pfeuffer, M; Smith, G;
PUBLISHED: 2020, SOURCE: Quantitative Finance, VOLUME: 20, ISSUE: 7
INDEXED IN: CrossRef: 11
IN MY: ORCID
32
TITLE: Frontiers in Stochastic Analysis-BSDEs, SPDEs and Their Applications. Edinburgh, July 2017 Selected, Revised and Extended Contributions
AUTHORS: Samuel N Cohen; István Gyöngy; Gonҫalo dos Reis ; David Siska; Łukasz Szpruch;
PUBLISHED: 2020
INDEXED IN: Openlibrary
IN MY: ORCID
34
TITLE: The Skorokhod embedding problem for inhomogeneous diffusions
AUTHORS: Stefan Ankirchner; Stefan Engelhardt; Alexander Fromm; Goncalo dos Reis ;
PUBLISHED: 2020, SOURCE: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, VOLUME: 56, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
35
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
36
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
37
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
38
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
39
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
40
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
Page 4 of 6. Total results: 53.