The following pages link to Nikolaos Kolliopoulos (Q784738):
Displaying 11 items.
- Fast mean-reversion asymptotics for large portfolios of stochastic volatility models (Q784739) (← links)
- Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4607058) (← links)
- Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4971983) (← links)
- Well-posedness of a system of SDEs driven by jump random measures (Q6051211) (← links)
- Propagation of chaos for maxima of particle systems with mean-field drift interaction (Q6090875) (← links)
- Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6504185) (← links)
- Propagation of chaos for point processes induced by particle systems with mean-field drift interaction (Q6509250) (← links)
- Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises (Q6517579) (← links)
- Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises (Q6580282) (← links)
- Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6612334) (← links)
- Propagation of chaos for point processes induced by particle systems with mean-field drift interaction (Q6660196) (← links)
