Glonti, Omar; Purtukhia, Omar Hedging of European option of integral type. (English) Zbl 1414.91372 Bull. Georgian Natl. Acad. Sci. (N.S.) 8, No. 3, 4-13 (2014). MSC: 91G20 60H05 PDFBibTeX XMLCite \textit{O. Glonti} and \textit{O. Purtukhia}, Bull. Georgian Natl. Acad. Sci. (N.S.) 8, No. 3, 4--13 (2014; Zbl 1414.91372) Full Text: Link
Glonti, Omar; Purtukhia, Omar Clark’s representation of Wiener functionals and hedging of the barrier option. (English) Zbl 1307.91176 Bull. Georgian Natl. Acad. Sci. (N.S.) 8, No. 1, 32-39 (2014). MSC: 91G20 60H30 60H07 PDFBibTeX XMLCite \textit{O. Glonti} and \textit{O. Purtukhia}, Bull. Georgian Natl. Acad. Sci. (N.S.) 8, No. 1, 32--39 (2014; Zbl 1307.91176) Full Text: Link
Glonti, Omar Partially independent random variables. (English) Zbl 1251.60019 Bull. Georgian Natl. Acad. Sci. (N.S.) 6, No. 1, 23-31 (2012). MSC: 60E99 60E10 PDFBibTeX XMLCite \textit{O. Glonti}, Bull. Georgian Natl. Acad. Sci. (N.S.) 6, No. 1, 23--31 (2012; Zbl 1251.60019)
Glonti, Omar; Khechinashvili, Zaza Martingale measures for the geometrical Gaussian martingale. (English) Zbl 1211.60014 Bull. Georgian Natl. Acad. Sci. (N.S.) 2, No. 4, 40-43 (2008). Reviewer: Catherine Rainer (Brest) MSC: 60G42 60G15 PDFBibTeX XMLCite \textit{O. Glonti} and \textit{Z. Khechinashvili}, Bull. Georgian Natl. Acad. Sci. (N.S.) 2, No. 4, 40--43 (2008; Zbl 1211.60014)