Revaz Tevzadze
2007
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 14 researchers here, as inferred from the citation graph.
Whom Revaz Tevzadze trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Revaz Tevzadze overall
- P. Briand
- Hao Xing
- Christoph Frei
- Ying Hu
- Romuald Elie
- Gordan vZitkovi'c
- Gonçalo dos Reis
- Patrick Cheridito
- Pauline Barrieu
- Adrien Richou
Papers from Revaz Tevzadze's perspective
Ordered by how strongly the researchers Revaz Tevzadze trusts endorse each paper. Same corpus, a different order for every researcher.
- Backward stochastic differential equations and partial differential equations with quadratic growth
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
- User’s guide to viscosity solutions of second order partial differential equations
- Exponential Hedging and Entropic Penalties
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- Optimal investment in incomplete financial markets
- Stochastic Finance: An Introduction in Discrete Time
- PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
- Utility–indifference hedging and valuation via reaction–diffusion systems (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
- An example of indifference prices under exponential preferences (Finance and Stochastics)
Their papers
- Solvability of backward stochastic differential equations with quadratic growth (2007) — 211 citations