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Gonçalo José Nunes dos Reis

CMA Research Group - Statistics and Risk Management, External collaborator (PhD)

  • 5 Citations
  • 2 h-Index
20172017

Research output per year

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Research Output at NOVA

  • 5 Citations
  • 2 h-Index
  • 2 Article

Equilibrium pricing under relative performance concerns

Bielagk, J., Lionnet, A. & Reis, G. D., 2017, In : SIAM Journal on Financial Mathematics. 8, 1, p. 435-482 48 p.

Research output: Contribution to journalArticle

Open Access
File
  • 3 Citations (Scopus)
    2 Downloads (Pure)

    Hybrid PDE solver for data-driven problems and modern branching

    Bernal, F., Dos Reis, G. & Smith, G., Dec 2017, In : European Journal of Applied Mathematics. 28, 6, p. 949-972 24 p.

    Research output: Contribution to journalArticle

    Open Access
  • 2 Citations (Scopus)