| Publication | Date of Publication | Type |
|---|
The stochastic balance equation for the American option value function and its gradient
Stochastic Processes and their Applications | 2024-01-29 | Paper |
| scientific article; zbMATH DE number 7563980 (Why is no real title available?) | 2022-07-26 | Paper |
Nonasymptotic bounds for the quadratic risk of the Grenander estimator
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2021-05-03 | Paper |
A note on the nonlinear Volterra integral equation for the early exercise boundary
Georgian Mathematical Journal | 2021-04-27 | Paper |
On the integral relationship between the early exercise boundary and the value function of the American put option
Transactions of A. Razmadze Mathematical Institute | 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
Mathematica Slovaca | 2016-12-07 | Paper |
| Computational convex analysis and its applications to numerical solution of some nonlinear partial differential equations | 2016-02-18 | Paper |
| From the uniform approximation of a solution of the PDE to the \(L^{2}\)-approximation of the gradient of the solution | 2014-05-12 | Paper |
On the generalization of one theorem of Bensoussan-Lions
Bulletin of the Georgian National Academy of Sciences. New Series | 2014-01-21 | Paper |
Area estimation between the early exercise boundaries for the American put option with different local volatilities
SIAM Journal on Control and Optimization | 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
Applied Mathematics and Optimization | 2012-08-01 | Paper |
Stability estimates for the multidimensional elliptic obstacle problem
Georgian Mathematical Journal | 2012-05-07 | Paper |
| scientific article; zbMATH DE number 5993845 (Why is no real title available?) | 2012-01-01 | Paper |
| The weighted reverse Poincaré inequality for the difference of two weak subsolutions | 2011-05-31 | Paper |
| scientific article; zbMATH DE number 5667507 (Why is no real title available?) | 2010-02-08 | Paper |
| scientific article; zbMATH DE number 5667509 (Why is no real title available?) | 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
Applied Mathematics and Optimization | 2009-08-31 | Paper |
| scientific article; zbMATH DE number 2246252 (Why is no real title available?) | 2006-01-12 | Paper |
| scientific article; zbMATH DE number 2151501 (Why is no real title available?) | 2005-04-04 | Paper |
Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes
Stochastics and Stochastic Reports | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 2015806 (Why is no real title available?) | 2003-12-09 | Paper |
| scientific article; zbMATH DE number 2015807 (Why is no real title available?) | 2003-12-09 | Paper |
| scientific article; zbMATH DE number 2015816 (Why is no real title available?) | 2003-12-09 | Paper |
| scientific article; zbMATH DE number 1900176 (Why is no real title available?) | 2003-04-23 | Paper |
| scientific article; zbMATH DE number 1783781 (Why is no real title available?) | 2002-08-19 | Paper |
| scientific article; zbMATH DE number 1545556 (Why is no real title available?) | 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
Stochastics and Stochastic Reports | 1995-12-12 | Paper |
Semimartingale Inequalities for The Snell Envelopes
Stochastics and Stochastic Reports | 1995-02-02 | Paper |
