Nikolaos Kolliopoulos

Available identifiers

Publication	Date of Publication	Type
Propagation of chaos for point processes induced by particle systems with mean-field drift interaction	2025-01-10	Paper
Stochastic PDEs for large portfolios with general mean-reverting volatility processes	2024-09-30	Paper
Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises	2024-07-29	Paper
Propagation of chaos for maxima of particle systems with mean-field drift interaction	2023-11-20	Paper
Well-posedness of a system of SDEs driven by jump random measures	2023-09-19	Paper
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models	2020-08-03	Paper
Erratum to: ``Stochastic evolution equations for large portfolios of stochastic volatility models	2019-11-22	Paper
Stochastic evolution equations for large portfolios of stochastic volatility models	2018-03-12	Paper
Stochastic PDEs for large portfolios with general mean-reverting volatility processes	N/A	Paper
Propagation of chaos for point processes induced by particle systems with mean-field drift interaction	N/A	Paper
Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises	N/A	Paper

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