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.
  
  
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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    on orcid.org
On csauthors.net:
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