Equilibrium Pricing Under Relative Performance Concerns. - Jana Bielagk; Arnaud Lionnet; Gonçalo Dos Reis (SIAM J. Financial Math., 2017)

Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise. - Neelima; Sani Biswas; Chaman Kumar; Gonçalo Dos Reis; Christoph Reisinger (CoRR, 2020)

A flexible split-step scheme for MV-SDEs. - Xingyuan Chen; Gonçalo Dos Reis (CoRR, 2021)

Operator-splitting schemes for degenerate conservative-dissipative systems. - Daniel Adams; Manh Hong Duong; Gonçalo Dos Reis (CoRR, 2021)

A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations. - Xingyuan Chen; Gonçalo Dos Reis (Appl. Math. Comput., 2022)

An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients. - Sani Biswas; Chaman Kumar; Neelima; Gonçalo Dos Reis; Christoph Reisinger (CoRR, 2022)

Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction. - Xingyuan Chen; Gonçalo Dos Reis (CoRR, 2022)

Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players. - Gonçalo Dos Reis; Vadim Platonov (SIAM J. Financial Math., 2022)

Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems. - Xingyuan Chen; Gonçalo Dos Reis; Wolfgang Stockinger (CoRR, 2023)

Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent. - Ankush Agarwal; Andrea Amato; Gonçalo Dos Reis; Stefano Pagliarani (CoRR, 2023)

Importance sampling for McKean-Vlasov SDEs. - Gonçalo Dos Reis; Greig Smith; Peter Tankov (Appl. Math. Comput., 2023)

Improved weak convergence for the long time simulation of Mean-field Langevin equations. - Xingyuan Chen; Gonçalo Dos Reis; Wolfgang Stockinger; Zac Wilde (CoRR, 2024)

A Mean Field Ansatz for Zero-Shot Weight Transfer. - Xingyuan Chen; Wenwei Kuang; Lei Deng 001; Wei Han 004; Bo Bai 001; Gonçalo Dos Reis (CoRR, 2024)

High Order Splitting Methods for SDEs Satisfying a Commutativity Condition. - James M. Foster; Gonçalo Dos Reis; Calum Strange (SIAM J. Numer. Anal., 2024)

An iterative method for Helmholtz boundary value problems arising in wave propagation. - Francisco Bernal; Xingyuan Chen; Gonçalo Dos Reis (J. Comput. Appl. Math., 2025)