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 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
scientific article; zbMATH DE number 7564063 (Why is no real title available?)	2022-07-26	Paper
scientific article; zbMATH DE number 7563959 (Why is no real title available?)	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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