Zaza Khechinashvili

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The minimal entropy martingale measure in trinomial scheme with disorder Bulletin of the Georgian Academy of Sciences	2026-05-21	Paper
The Minimal Reverse Entropy Martingale Measure in the Trinomial Financial Model Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics	2025-01-06	Paper
American option pricing in multidimensional financial market	2022-07-26	Paper
On the multidimensional financial (B,S)-market	2022-07-26	Paper
On a fair price of the European option	2021-01-12	Paper
On the optimal stopping with incomplete data Transactions of A. Razmadze Mathematical Institute	2019-08-08	Paper
On the estimation of the odds-ratio based on kernel estimates of the regression function	2018-06-29	Paper
On one discrete model of the financial market	2017-09-20	Paper
On maximum likelihood estimation of parameters of Ornstein-Uhlenbeck processes	2015-11-18	Paper
scientific article; zbMATH DE number 6316119 (Why is no real title available?)	2014-07-10	Paper
scientific article; zbMATH DE number 6316123 (Why is no real title available?)	2014-07-10	Paper
scientific article; zbMATH DE number 6140087 (Why is no real title available?)	2013-02-28	Paper
Martingale measure for the geometrical Gaussian martingales with ``disorder''	2011-10-15	Paper
Geometric Gaussian martingales with disorder	2011-02-22	Paper
scientific article; zbMATH DE number 5654635 (Why is no real title available?)	2010-01-07	Paper
Nash Equilibrium in a Game of Calibration Theory of Probability & Its Applications	2007-10-19	Paper
scientific article; zbMATH DE number 2014353 (Why is no real title available?)	2003-12-08	Paper
scientific article; zbMATH DE number 2014387 (Why is no real title available?)	2003-12-08	Paper
scientific article; zbMATH DE number 1210648 (Why is no real title available?)	1999-05-09	Paper

Research outcomes over time

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