Goncalo dos Reis


AuthID: R-000-JPV

Confirmed Publications: 34



21
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
22
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
23
TITLE: Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs  Full Text
AUTHORS: Gassiat, P; Oberhauser, H; Dos Reis, G ;
PUBLISHED: 2015, SOURCE: Stochastic Processes and their Applications, VOLUME: 125, ISSUE: 12
INDEXED IN: Scopus CrossRef: 15
IN MY: ORCID
24
TITLE: Time discretization of fbsde with polynomial growth drivers and reactiondiffusion pdes
AUTHORS: Lionnet, A; Reis, GD ; Szpruch, L;
PUBLISHED: 2015, SOURCE: Annals of Applied Probability, VOLUME: 25, ISSUE: 5
INDEXED IN: Scopus CrossRef: 19
IN MY: ORCID
25
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
26
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
27
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
28
TITLE: FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity  Full Text
AUTHORS: Dos Reis, G ; Réveillac, A; Zhang, J;
PUBLISHED: 2011, SOURCE: Stochastic Processes and their Applications, VOLUME: 121, ISSUE: 9
INDEXED IN: Scopus CrossRef: 11
IN MY: ORCID
29
30
TITLE: On securitization, market completion and equilibrium risk transfer  Full Text
AUTHORS: Horst, U; Pirvu, TA; Reis, GD ;
PUBLISHED: 2010, SOURCE: Mathematics and Financial Economics, VOLUME: 2, ISSUE: 4
INDEXED IN: Scopus CrossRef: 15
IN MY: ORCID
Página 3 de 4. Total de resultados: 34.

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