Vassili N. Kolokoltsov

Publication Activity (10 Years)

Years Active: 1998-2022
Publications (10 Years): 6

Top Topics

Theoretic Analysis

Nash Equilibria

Top Venues

Dyn. Games Appl.

J. Appl. Probab.

Risk Decis. Anal.

Publications

Vassili N. Kolokoltsov
Dynamic Quantum Games. Dyn. Games Appl. 12 (2) (2022)
Vassili N. Kolokoltsov
Quantum Mean-Field Games with the Observations of Counting Type. Games 12 (1) (2021)
Jane M. Binner, Francesco Ciardiello, Leslie R. Fletcher, Vassili N. Kolokoltsov
On Pure-Strategy Nash Equilibria in a Duopolistic Market Share Model. IGTR 21 (2) (2019)
Vassili N. Kolokoltsov, O. A. Malafeyev
Corruption and botnet defense: a mean field game approach. Int. J. Game Theory 47 (3) (2018)
Vassili N. Kolokoltsov, O. A. Malafeyev
Mean-Field-Game Model of Corruption. Dyn. Games Appl. 7 (1) (2017)
Vassili N. Kolokoltsov, Marianna S. Troeva, Wei Yang
Mean field games based on stable-like processes. Autom. Remote. Control. 77 (11) (2016)
Vassili N. Kolokoltsov
th Order with Application to Put-Call Symmetry of Powered Options. J. Appl. Probab. 52 (1) (2015)
Vassili N. Kolokoltsov, Marianna S. Troeva, Wei Yang
On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players. Dyn. Games Appl. 4 (2) (2014)
Vassili N. Kolokoltsov
Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black-Scholes equations. Risk Decis. Anal. 4 (3) (2013)
Z. Hucki, Vassili N. Kolokoltsov
Pricing of Rainbow Options: Game Theoretic Approach. IGTR 9 (2) (2007)
Vassili N. Kolokoltsov
Nonexpansive maps and option pricing theory. Kybernetika 34 (6) (1998)