Showing 1 - 4 results of 4 for search 'Kolliopoulos, N', query time: 0.02s
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1
Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models by Kolliopoulos, N
Published 2018Thesis -
2
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models by Hambly, B, Kolliopoulos, N
Published 2020Journal article -
3
Stochastic evolution equations for large portfolios of stochastic volatility models by Hambly, B, Kolliopoulos, N
Published 2017Journal article -
4
Stochastic PDEs for large portfolios with general mean-reverting volatility processes by Hambly, B, Kolliopoulos, N
Published 2024Journal article