Edit Profile (opens in new tab) Shashiashvili, Malkhaz Co-Author Distance Author ID: 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 all top 5 Co-Authors 10 single-authored 14 Dochviri, Besarion 6 Babilua, Petre K. 4 Lominashvili, Giorgi 4 Rehman, Nasir 4 Saleem, Muhammad Shoaib 4 Shashiashvili, Kakha 3 Ahmad, Naveed 3 Danelia, Akaki 2 Abuladze, T. 2 Hussain, Sultan 1 Bokuchava, L. 1 Patsatsia, Mzevinar 1 Pečarić, Josip 1 Rogava, Jemal L. all top 5 Serials 4 Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics 3 Stochastics and Stochastics Reports 3 Georgian Mathematical Journal 3 Bulletin of the Georgian Academy of Sciences 3 Proceedings of A. Razmadze Mathematical Institute 3 Applied Mathematics, Informatics and Mechanics 3 Bulletin of the Georgian National Academy of Sciences. New Series 2 Applied Mathematics and Optimization 2 The Journal of Prime Research in Mathematics 1 Mathematica Slovaca 1 SIAM Journal on Control and Optimization 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Stochastic Processes and their Applications 1 Memoirs on Differential Equations and Mathematical Physics 1 Journal of Convex Analysis 1 Mathematical Finance 1 Journal of Inequalities and Applications 1 JIPAM. Journal of Inequalities in Pure & Applied Mathematics 1 Applied Mathematics and Informatics 1 Seminar of I. Vekua Institute of Applied Mathematics. Reports 1 Stochastics 1 Transactions of A. Razmadze Mathematical Institute all top 5 Fields 25 Probability theory and stochastic processes (60-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Partial differential equations (35-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 4 Systems theory; control (93-XX) 3 Real functions (26-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 Cited by 37 Authors 6 Shashiashvili, Malkhaz 3 Dochviri, Besarion 3 Pečarić, Josip 3 Saleem, Muhammad Shoaib 2 Babilua, Petre K. 2 Hussain, Abid 2 Hussain, Sultan 2 Rehman, Nasir 1 Agram, Nacira 1 Bagchi, Arunabha 1 Biswas, Anup 1 Diakhaby, Aboubakary 1 Guillemin, Fabrice M. 1 Haadem, Sven 1 Haq, Wasim Ul 1 Henderson, Vicky 1 Ishii, Hitoshi 1 Kavtaradze, T. 1 Khan, Muhammad Wahab 1 Khechinashvili, Zaza 1 Kumar, K. Suresh 1 Lazrieva, N. L. 1 Lominashvili, Giorgi 1 Mania, Michael 1 Mazumdar, Ravi R. 1 Muliere, Pietro 1 Nizami, Abdul Majeed 1 Øksendal, Bernt Karsten 1 Ouknine, Youssef 1 Piera, Francisco J. 1 Proske, Frank Norbert 1 Rehman, Hamood ur 1 Saha, Subhamay 1 Sène, Abou 1 Sun, Jia 1 Wang, Lin 1 Whalley, A. Elizabeth all top 5 Cited in 14 Serials 3 Applied Mathematics and Optimization 3 Georgian Mathematical Journal 3 Journal of Inequalities and Applications 2 Stochastic Processes and their Applications 2 Mathematical Finance 2 Stochastics 2 Transactions of A. Razmadze Mathematical Institute 1 Theory of Probability and its Applications 1 SIAM Journal on Control and Optimization 1 Insurance Mathematics & Economics 1 Queueing Systems 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Stochastic Models 1 African Diaspora Journal of Mathematics all top 5 Cited in 10 Fields 16 Probability theory and stochastic processes (60-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Systems theory; control (93-XX) 3 Partial differential equations (35-XX) 2 Real functions (26-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Potential theory (31-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Statistics (62-XX) Citations by Year