Vassili N. Kolokoltsov
Orcid: 0000-0001-6574-4615Affiliations:
- University of Warwick, Department of Statistics, Coventry, UK
According to our database1,
Vassili N. Kolokoltsov
authored at least 17 papers
between 1998 and 2022.
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Bibliography
2022
2021
2019
2018
2017
Math. Oper. Res., 2017
2016
2015
Stochastic Monotonicity and Duality of <i>k</i>th Order with Application to Put-Call Symmetry of Powered Options.
J. Appl. Probab., 2015
2014
On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players.
Dyn. Games Appl., 2014
2013
Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black-Scholes equations.
Risk Decis. Anal., 2013
2012
2007
2005
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005
1998