Glonti, O.; Jaoshvili, V.; Purtukhia, O. Hedging of European option of exotic type. (English) Zbl 1403.91341 Proc. A. Razmadze Math. Inst. 168, 25-40 (2015). MSC: 91G20 60H30 62P05 PDFBibTeX XMLCite \textit{O. Glonti} et al., Proc. A. Razmadze Math. Inst. 168, 25--40 (2015; Zbl 1403.91341) Full Text: Link
Jaoshvili, V.; Purtukhia, O. Stochastic integral representation of functionals of Poisson processes. (English) Zbl 1159.60023 Proc. A. Razmadze Math. Inst. 143, 37-60 (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60G55 60G51 60H07 62P05 PDFBibTeX XMLCite \textit{V. Jaoshvili} and \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 143, 37--60 (2007; Zbl 1159.60023) Full Text: Link
Purtukhia, O. An extension of the Ocone-Haussmann-Clark formula for a class of normal martingales. (English) Zbl 1037.60052 Proc. A. Razmadze Math. Inst. 132, 127-136 (2003). Reviewer: Nicolas Privault (La Rochelle) MSC: 60H07 60H05 60G44 91B28 PDFBibTeX XMLCite \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 132, 127--136 (2003; Zbl 1037.60052)
Purtukhia, O. Fubini type theorems for ordinary and stochastic integrals. (English) Zbl 1159.60327 Proc. A. Razmadze Math. Inst. 130, 101-114 (2002). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 130, 101--114 (2002; Zbl 1159.60327)
Purtukhia, O. On the representation of measure-valued solutions of second order stochastic parabolic equations. (English) Zbl 0915.60063 Proc. A. Razmadze Math. Inst. 116, 133-158 (1998). MSC: 60H07 60J60 PDFBibTeX XMLCite \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 116, 133--158 (1998; Zbl 0915.60063)