×

Shashiashvili, Malkhaz

Author ID: shashiashvili.malkhaz Recent zbMATH articles by "Shashiashvili, Malkhaz"
Published as: Shashiashvili, Malkhaz; Shashiashvili, M.
External Links: MGP
Documents Indexed: 40 Publications since 1993, including 1 Additional arXiv Preprint
Co-Authors: 13 Co-Authors with 28 Joint Publications
154 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 28 times in 24 Documents Cited by Year
A lemma of variational distance between maximal functions with application to the Skorokhod problem in a nonnegative orthant with state- dependent reflection directions. Zbl 0828.60067
Shashiashvili, Malkhaz
8
1994
The weighted square integral inequalities for the first derivative of the function of a real variable. Zbl 1147.26010
Hussain, S.; Pečarić, J.; Shashiashvili, M.
7
2008
Discrete time hedging of the American option. Zbl 1232.91666
Hussain, S.; Shashiashvili, M.
6
2010
Estimation of the derivative of the convex function by means of its uniform approximation. Zbl 1087.26007
Shashiashvili, Kakha; Shashiashvili, Malkhaz
5
2005
Semimartingale inequalities for the Snell envelopes. Zbl 0805.60042
Shashiashvili, Malkhaz
5
1993
The American put option in a one-dimensional diffusion model with level-dependent volatility. Zbl 1284.91537
Babilua, P.; Bokuchava, I.; Dochviri, B.; Shashiashvili, M.
2
2007
The Skorokhod oblique reflection problem in a convex polyhedron. Zbl 0849.60077
Shashiashvili, M.
2
1996
The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate. Zbl 1168.91476
Rehman, Nasir; Shashiashvili, Malkhaz
2
2009
Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes. Zbl 1043.60033
Danelia, Akaki; Dochviri, Besarion; Shashiashvili, Malkhaz
2
2003
Convergence of costs in an optimal stopping problem for a partially observable model. Zbl 1187.60052
Babilua, P.; Bokuchava, I.; Dochviri, B.; Shashiashvili, M.
1
2006
The weighted reverse Poincaré inequality for the difference of two weak subsolutions. Zbl 1219.35060
Saleem, Muhammad Shoaib; Shashiashvili, Malkhaz
1
2010
From the uniform approximation of a solution of the PDE to the \(L^{2}\)-approximation of the gradient of the solution. Zbl 1295.26015
Shashiashvili, Kakha; Shashiashvili, Malkhaz
1
2014
Mathematical analysis of the early exercise boundary for the American put option. Zbl 1524.91124
Shashiashvili, Malkhaz
1
2017
Representation of the Snell envelope as the future supremum process. Zbl 1513.60044
Shashiashvili, M.
1
2020
Representation of the Snell envelope as the future supremum process. Zbl 1513.60044
Shashiashvili, M.
1
2020
Mathematical analysis of the early exercise boundary for the American put option. Zbl 1524.91124
Shashiashvili, Malkhaz
1
2017
From the uniform approximation of a solution of the PDE to the \(L^{2}\)-approximation of the gradient of the solution. Zbl 1295.26015
Shashiashvili, Kakha; Shashiashvili, Malkhaz
1
2014
Discrete time hedging of the American option. Zbl 1232.91666
Hussain, S.; Shashiashvili, M.
6
2010
The weighted reverse Poincaré inequality for the difference of two weak subsolutions. Zbl 1219.35060
Saleem, Muhammad Shoaib; Shashiashvili, Malkhaz
1
2010
The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate. Zbl 1168.91476
Rehman, Nasir; Shashiashvili, Malkhaz
2
2009
The weighted square integral inequalities for the first derivative of the function of a real variable. Zbl 1147.26010
Hussain, S.; Pečarić, J.; Shashiashvili, M.
7
2008
The American put option in a one-dimensional diffusion model with level-dependent volatility. Zbl 1284.91537
Babilua, P.; Bokuchava, I.; Dochviri, B.; Shashiashvili, M.
2
2007
Convergence of costs in an optimal stopping problem for a partially observable model. Zbl 1187.60052
Babilua, P.; Bokuchava, I.; Dochviri, B.; Shashiashvili, M.
1
2006
Estimation of the derivative of the convex function by means of its uniform approximation. Zbl 1087.26007
Shashiashvili, Kakha; Shashiashvili, Malkhaz
5
2005
Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes. Zbl 1043.60033
Danelia, Akaki; Dochviri, Besarion; Shashiashvili, Malkhaz
2
2003
The Skorokhod oblique reflection problem in a convex polyhedron. Zbl 0849.60077
Shashiashvili, M.
2
1996
A lemma of variational distance between maximal functions with application to the Skorokhod problem in a nonnegative orthant with state- dependent reflection directions. Zbl 0828.60067
Shashiashvili, Malkhaz
8
1994
Semimartingale inequalities for the Snell envelopes. Zbl 0805.60042
Shashiashvili, Malkhaz
5
1993

Citations by Year