Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models di Kolliopoulos, N

Fast mean-reversion asymptotics for large portfolios of stochastic volatility models di Hambly, B, Kolliopoulos, N

Stochastic evolution equations for large portfolios of stochastic volatility models di Hambly, B, Kolliopoulos, N

Stochastic PDEs for large portfolios with general mean-reverting volatility processes di Hambly, B, Kolliopoulos, N