Solvability of backward stochastic differential equations with quadratic growth von Tevzadze, Revaz

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Oxidation Kinetics of FeCr and FeCrAl Alloys: Influence of Secondary Processes (Continuation) von Nakhutsrishvili, Irakli, Tevzadze, Revaz

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Connections between a system of forward–backward SDEs and backward stochastic PDEs related to the utility maximization problem von Mania, Michael, Tevzadze, Revaz

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On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions von Mania, Michael, Tevzadze, Revaz

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Robust utility maximization for a diffusion market model with misspecified coefficients von Tevzadze, Revaz, Toronjadze, Teimuraz, Uzunashvili, Tamaz

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A semimartingale BSDE related to the minimal entropy martingale measure von Mania, Michael, Santacroce, Marina, Tevzadze, Revaz

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The Adomian series representation of some quadratic BSDEs von Tevzadze, Revaz

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Backward stochastic PDEs related to the utility maximization problem von Mania, Michael, Tevzadze, Revaz

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Mean-Variance Hedging Under Partial Information von Mania, Michael, Tevzadze, Revaz, Toronjadze, Teimuraz

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The Adomian series representation of some quadratic BSDEs von Revaz Tevzadze

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ROBUST MEAN-VARIANCE HEDGING AND PRICING OF CONTINGENT CLAIMS IN A ONE PERIOD MODEL von Tevzadze, R, Uzunashvili, T

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MEAN-VARIANCE HEDGING UNDER PARTIAL INFORMATION von MANIA, Michael, TEVZADZE, Revaz, TORONJADZE, Teimuraz

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On Martingale Transformations of Multidimensional Brownian Motion von Mania, Michael, Tevzadze, Revaz

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Bilateral Tariffs Under International Competition von Kutalia, Tsotne, Tevzadze, Revaz

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On Change of Variable Formulas for non-anticipative functionals von Mania, Michael, Tevzadze, Revaz

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Functional Equations for the Stochastic Exponential von Chikvinidze, Beso, Mania, Michael, Tevzadze, Revaz

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A semimartingale backward equation and the variance-optimal martingale measure under general information flow von MANIA, Michael, TEVZADZE, Revaz

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Connections between a system of Forward-Backward SDEs and Backward Stochastic PDEs related to the utility maximization problem von Mania, Michael, Tevzadze, Revaz

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A stochastic equation for the distribution law of diffusion type processes von Tevzadze, Revaz

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On Martingale Transformations of Multidimensional Brownian Motion von Mania, Michael, Revaz Tevzadze

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