Mania, M.; Tevzadze, R. On regularity of dynamic value function related to the utility maximization problem. (English) Zbl 1403.91319 Proc. A. Razmadze Math. Inst. 168, 63-77 (2015). MSC: 91G10 91G80 60H30 93E20 PDFBibTeX XMLCite \textit{M. Mania} and \textit{R. Tevzadze}, Proc. A. Razmadze Math. Inst. 168, 63--77 (2015; Zbl 1403.91319) Full Text: Link
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
Kvatadze, Z.; Shervashidze, T. On some limit theorems for sums and products of random variables. (English) Zbl 1178.60022 Proc. A. Razmadze Math. Inst. 150, 99-104 (2009). MSC: 60F05 60G50 60G10 91B70 PDFBibTeX XMLCite \textit{Z. Kvatadze} and \textit{T. Shervashidze}, Proc. A. Razmadze Math. Inst. 150, 99--104 (2009; Zbl 1178.60022)
Gelashvili, K.; Tutberidze, M.; Iordanishvili, M. Solving games by differential equations in finite time. (English) Zbl 1185.91020 Proc. A. Razmadze Math. Inst. 150, 71-83 (2009). MSC: 91A05 90C05 PDFBibTeX XMLCite \textit{K. Gelashvili} et al., Proc. A. Razmadze Math. Inst. 150, 71--83 (2009; Zbl 1185.91020)
Tsigroshvili, Z. Compound sums and counting processes. (English) Zbl 1065.60043 Proc. A. Razmadze Math. Inst. 135, 131-140 (2004). MSC: 60G50 60G55 91B30 PDFBibTeX XMLCite \textit{Z. Tsigroshvili}, Proc. A. Razmadze Math. Inst. 135, 131--140 (2004; Zbl 1065.60043)
Meladze, G.; Toronjadze, T. On the innovation of continuous multidimensional semimartingale. III: Information modelling in finance. (English) Zbl 1068.60066 Proc. A. Razmadze Math. Inst. 135, 105-123 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60G44 62M20 60G35 91B28 PDFBibTeX XMLCite \textit{G. Meladze} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 135, 105--123 (2004; Zbl 1068.60066)
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)
Mania, M.; Tevzadze, R. Backward stochastic PDE and hedging in incomplete markets. (English) Zbl 1159.91394 Proc. A. Razmadze Math. Inst. 130, 39-72 (2002). MSC: 91B28 60H15 PDFBibTeX XMLCite \textit{M. Mania} and \textit{R. Tevzadze}, Proc. A. Razmadze Math. Inst. 130, 39--72 (2002; Zbl 1159.91394)
Mania, M. Derivation of a generalized Black-Scholes equation. (English) Zbl 0912.60064 Proc. A. Razmadze Math. Inst. 115, 121-148 (1997). Reviewer: Klaus Schürger (Bonn) MSC: 60G44 60H05 60H15 91B06 PDFBibTeX XMLCite \textit{M. Mania}, Proc. A. Razmadze Math. Inst. 115, 121--148 (1997; Zbl 0912.60064)
Glonti, O.; Khechinashvili, Z. Financial \((B,S)\)-market with Gaussian martingale. Mean square optimal hedging strategies. (English) Zbl 0914.90022 Proc. A. Razmadze Math. Inst. 115, 33-43 (1997). Reviewer: Klaus Schürger (Bonn) MSC: 91G20 60G44 60H05 PDFBibTeX XMLCite \textit{O. Glonti} and \textit{Z. Khechinashvili}, Proc. A. Razmadze Math. Inst. 115, 33--43 (1997; Zbl 0914.90022)