Malkhaz Shashiashvili

Available identifiers

zbMath Open shashiashvili.malkhazMaRDI QIDQ442571

List of research outcomes

Publication	Date of Publication	Type
The stochastic balance equation for the American option value function and its gradient	2024-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q5091287	2022-07-26	Paper
Nonasymptotic bounds for the quadratic risk of the Grenander estimator	2021-05-03	Paper
A note on the nonlinear Volterra integral equation for the early exercise boundary	2021-04-27	Paper
On the integral relationship between the early exercise boundary and the value function of the American put option	2019-08-08	Paper
Estimation of the weighted integrated square error of the Grenander estimator by the Kolmogorov-Smirnov statistic	2018-10-08	Paper
The weighted reverse Poincaré type inequality for the difference of two parabolic subsolutions	2016-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q5744413	2016-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q5415316	2014-05-12	Paper
On the generalization of one theorem of Bensoussan-Lions	2014-01-21	Paper
Area estimation between the early exercise boundaries for the American put option with different local volatilities	2013-09-26	Paper
Continuity estimate of the optimal exercise boundary with respect to volatility for the American foreign exchange put option	2013-05-24	Paper
Stability estimate for the multidimensional elliptic obstacle problem with respect to the obstacle function	2013-05-24	Paper
Subsolutions that are close in the uniform norm are close in the Sobolev norm as well	2012-08-01	Paper
Stability estimates for the multidimensional elliptic obstacle problem	2012-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q3108171	2012-01-01	Paper
The weighted reverse Poincaré inequality for the difference of two weak subsolutions	2011-05-31	Paper
https://portal.mardi4nfdi.de/entity/Q3404258	2010-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q3404261	2010-02-08	Paper
Continuity estimates with respect to volatility for the American foreign exchange option	2010-01-07	Paper
The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate	2009-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q5717260	2006-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q4661005	2005-04-04	Paper
Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes	2004-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q4438614	2003-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q4438616	2003-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q4438629	2003-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q4803006	2003-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q4546189	2002-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q4521445	2000-12-19	Paper
A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions	1995-12-12	Paper
Semimartingale Inequalities for The Snell Envelopes	1995-02-02	Paper

Research outcomes over time

This page was built for person: Malkhaz Shashiashvili