Concepedia

Revaz Tevzadze

RT

10

Publications

494

Citations

10

H-Index

2000

Active since

Affiliations

Georgian American University(Current)

Mathematical Institute of the Slovak Academy of Sciences

Georgian National Academy of Sciences

Georgian Technical University

Revaz Tevzadze is an author at Georgian American University specializing in engineering, finance, and stochastic calculus.

Top concepts

FinanceEngineeringStochastic CalculusBusinessAsset PricingStochastic AnalysisFinancial EngineeringProbabilityEntropyEconomics

Publications per year

2000–2012

10

Publications

10

Solvability of backward stochastic differential equations with quadratic growth

Revaz Tevzadze · Stochastic Processes and their Applications · 2007 · 196 citations

Quadratic Growth, Stochastic Calculus, Stochastic Dynamical System +2

Backward Stochastic PDE and Imperfect Hedging

Michael Mania, Revaz Tevzadze · International Journal of Theoretical and Applied Finance · 2003 · 58 citations

Backward Stochastic Pde, Engineering, Asset Pricing +12

A semimartingale BSDE related to the minimal entropy martingale measure

Michael Mania, Marina Santacroce, Revaz Tevzadze · Finance and Stochastics · 2003 · 46 citations

Engineering, Entropy, Integrable Probability +6

Robust utility maximization for a diffusion market model with misspecified coefficients

Revaz Tevzadze, Teimuraz Toronjadze, T. Uzunashvili · Finance and Stochastics · 2012 · 46 citations · Full text

Mathematical Programming, Diffusion Market Model, Robust Maximization +19

A Semimartingale Bellman Equation and the Variance-Optimal Martingale Measure

Michael Mania, Revaz Tevzadze · Georgian Mathematical Journal · 2000 · 33 citations

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