Goncalo dos Reis


AuthID: R-000-JPV

Confirmed Publications: 34



31
TITLE: Path regularity and explicit convergence rate for BSDE with truncated quadratic growth  Full Text
AUTHORS: Imkeller, P; Dos Reis, G ;
PUBLISHED: 2010, SOURCE: Stochastic Processes and their Applications, VOLUME: 120, ISSUE: 3
INDEXED IN: Scopus CrossRef: 34
IN MY: ORCID
32
TITLE: Pricing and hedging of derivatives based on nontradable underlyings  Full Text
AUTHORS: Ankirchner, S; Imkeller, P; Reis, GD ;
PUBLISHED: 2010, SOURCE: Mathematical Finance, VOLUME: 20, ISSUE: 2
INDEXED IN: Scopus CrossRef: 28
IN MY: ORCID
33
TITLE: Results on Numerics for FBSDE with Drivers of Quadratic Growth
AUTHORS: Peter Imkeller; Gonçalo Dos Reis ; Jianing Zhang;
PUBLISHED: 2010, SOURCE: Contemporary Quantitative Finance
INDEXED IN: CrossRef: 11
IN MY: ORCID
34
TITLE: Classical and variational differentiability of BSDEs with quadratic growth  Full Text
AUTHORS: Ankirchner, S; Imkeller, P; Reis, GD ;
PUBLISHED: 2007, SOURCE: Electronic Journal of Probability, VOLUME: 12
INDEXED IN: Scopus CrossRef: 46
IN MY: ORCID
Página 4 de 4. Total de resultados: 34.

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