Nonexpansive maps and option pricing theory. - Vassili N. Kolokoltsov (Kybernetika, 1998)

Solutions of max-plus linear equations and large deviations. - Marianne Akian; Stephane Gaubert; Vassili Kolokoltsov (CDC/ECC, 2005)

Pricing of Rainbow Options: Game Theoretic Approach. - Z. Hucki; Vassili N. Kolokoltsov (IGTR, 2007)

Turnpike Theorems for Markov Games. - Vassili Kolokoltsov; Wei Yang (Dyn. Games Appl., 2012)

Inspection and crime prevention: an evolutionary perspective. - Vassili Kolokoltsov; Hemant Passi; Wei Yang (CoRR, 2013)

External Pressure on Alliances: What Does the Prisoners' Dilemma Reveal? - Jane M. Binner; Leslie R. Fletcher; Vassili Kolokoltsov; Francesco Ciardiello (Games, 2013)

Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black-Scholes equations. - Vassili N. Kolokoltsov (Risk Decis. Anal., 2013)

On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players. - Vassili N. Kolokoltsov; Marianna S. Troeva; Wei Yang (Dyn. Games Appl., 2014)

Stochastic Monotonicity and Duality of kth Order with Application to Put-Call Symmetry of Powered Options. - Vassili N. Kolokoltsov (J. Appl. Probab., 2015)

Mean field games based on stable-like processes. - Vassili N. Kolokoltsov; Marianna S. Troeva; Wei Yang (Autom. Remote. Control., 2016)

Evolutionary Inspection and Corruption Games. - Stamatios Katsikas; Vassili Kolokoltsov; Wei Yang (Games, 2016)

Mean-Field-Game Model of Corruption. - Vassili N. Kolokoltsov; O. A. Malafeyev (Dyn. Games Appl., 2017)

The Evolutionary Game of Pressure (or Interference), Resistance and Collaboration. - Vassili Kolokoltsov (Math. Oper. Res., 2017)

Corruption and botnet defense: a mean field game approach. - Vassili N. Kolokoltsov; O. A. Malafeyev (Int. J. Game Theory, 2018)

On Pure-Strategy Nash Equilibria in a Duopolistic Market Share Model. - Jane M. Binner; Francesco Ciardiello; Leslie R. Fletcher; Vassili N. Kolokoltsov (IGTR, 2019)

Quantum Mean-Field Games with the Observations of Counting Type. - Vassili N. Kolokoltsov (Games, 2021)

Dynamic Quantum Games. - Vassili N. Kolokoltsov (Dyn. Games Appl., 2022)