Revaz Tevzadze

According to our database, Revaz Tevzadze authored at least 5 papers between 2003 and 2017.

Collaborative distances:

• Dijkstra number of eight.
• Erdős number of seven.

2017

On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions.

Michael Mania, Revaz Tevzadze

SIAM J. Financial Math., 2017

2013

Robust utility maximization for a diffusion market model with misspecified coefficients.

Revaz Tevzadze, Teimuraz Toronjadze, Tamaz Uzunashvili

Finance Stochastics, 2013

2008

Mean-Variance Hedging Under Partial Information.

Michael Mania, Revaz Tevzadze, Teimuraz Toronjadze

SIAM J. Control. Optim., 2008

2003

A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow.

Michael Mania, Revaz Tevzadze

SIAM J. Control. Optim., 2003

A semimartingale BSDE related to the minimal entropy martingale measure.

Michael Mania, Marina Santacroce, Revaz Tevzadze

Finance Stochastics, 2003