| Stochastic evolution equations for large portfolios of stochastic volatility models B Hambly, N Kolliopoulos SIAM Journal on Financial Mathematics 8 (1), 962-1014, 2017 | 20 | 2017 |
| Fast mean-reversion asymptotics for large portfolios of stochastic volatility models B Hambly, N Kolliopoulos Finance and Stochastics 24 (3), 757-794, 2020 | 7 | 2020 |
| Erratum: stochastic evolution equations for large portfolios of stochastic volatility models B Hambly, N Kolliopoulos SIAM Journal on Financial Mathematics 10 (3), 857-876, 2019 | 5 | 2019 |
| Propagation of chaos for maxima of particle systems with mean-field drift interaction N Kolliopoulos, M Larsson, Z Zhang Probability Theory and Related Fields 187 (3), 1093-1127, 2023 | 3 | 2023 |
| Stochastic PDEs for large portfolios with general mean-reverting volatility processes B Hambly, N Kolliopoulos Preprint, 2019 | 2 | 2019 |
| Well-posedness of a system of SDEs driven by jump random measures Y Jiao, N Kolliopoulos Stochastics and Dynamics 23 (04), 2350028, 2023 | 1 | 2023 |
| Propagation of chaos for point processes induced by particle systems with mean-field drift interaction N Kolliopoulos, M Larsson, Z Zhang arXiv preprint arXiv:2303.11426, 2023 | 1 | 2023 |
| Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises N Kolliopoulos, D Sanchez, A Xiao arXiv preprint arXiv:2401.08344, 2024 | | 2024 |
| Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models N Kolliopoulos University of Oxford, 2018 | | 2018 |
Ben HamblyProfessor of Mathematics, University of OxfordΗ διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα maths.ox.ac.uk
