Revaz Tevzadze

Revaz Tevzadze

University of Georgia - Tbilisi / Georgia
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1712477
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person_outline Revaz Tevzadze's MOST POPULAR ARTICLES
1-) Solvability of backward stochastic differential equations with quadratic growthR TevzadzeStochastic processes and their Applications 118 (3), 503-515, 20081862008
2-) Backward stochastic PDE and imperfect hedgingM Mania, R TevzadzeInternational Journal of Theoretical and Applied Finance 6 (07), 663-692, 2003562003
3-) A semimartingale BSDE related to the minimal entropy martingale measureM Mania, M Santacroce, R TevzadzeFinance and Stochastics 7 (3), 385-402, 2003562003
4-) Robust utility maximization for a diffusion market model with misspecified coefficientsR Tevzadze, T Toronjadze, T UzunashviliFinance and Stochastics 17, 535-563, 2013552013
5-) A semimartingale Bellman equation and the variance-optimal martingale measureM Mania, R TevzadzeWalter de Gruyter GmbH & Co. KG 7 (4), 765-792, 2000332000