Goncalo dos Reis


AuthID: R-000-JPV

Confirmed Publications: 53



41
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
42
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
43
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
44
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
45
TITLE: QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS  Full Text
AUTHORS: Christoph Frei; Goncalo Dos Reis ;
PUBLISHED: 2013, SOURCE: STOCHASTICS AND DYNAMICS, VOLUME: 13, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 4
IN MY: ORCID
46
TITLE: A financial market with interacting investors: Does an equilibrium exist?  Full Text
AUTHORS: Frei, C; dos Reis, G ;
PUBLISHED: 2011, SOURCE: Mathematics and Financial Economics, VOLUME: 4, ISSUE: 3
INDEXED IN: Scopus CrossRef: 46
IN MY: ORCID
47
TITLE: FBSDEs with time delayed generators: <i>L<SUP>P</SUP></i>-solutions, differentiability, representation formulas and path regularity
AUTHORS: dos Reis, G ; Réveillac, A; Zhang, JN;
PUBLISHED: 2011, SOURCE: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, VOLUME: 121, ISSUE: 9
INDEXED IN: Scopus WOS CrossRef: 11
IN MY: ORCID
48
TITLE: On securitization, market completion and equilibrium risk transfer
AUTHORS: Horst, U; Pirvu, TA; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: MATHEMATICS AND FINANCIAL ECONOMICS, VOLUME: 2, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 15
IN MY: ORCID
49
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
50
TITLE: Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (vol 120, pg 348, 2010)  Full Text
AUTHORS: Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, VOLUME: 120, ISSUE: 11
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
Page 5 of 6. Total results: 53.

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