4. Mathematics
  5. Probability

Gonçalo dos Reis

Mathematics – Probability

Scientist

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Classical and Variational Differentiability of BSDEs with quadratic growth

Mathematics – Probability
Scientific paper

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FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity

Mathematics – Probability
Scientific paper

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Path regularity and explicit convergence rate for BSDE with truncated quadratic growth

Mathematics – Probability
Scientific paper

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Pricing and hedging of derivatives based on non-tradable underlyings

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Results on numerics for FBSDE with drivers of quadratic growth

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-239905

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