Michael Mania

Publications

344

Citations

H-Index

1987

Active since

Affiliations

Mathematical Institute of the Slovak Academy of Sciences(Current)

Georgian National Academy of Sciences

Georgian American University

Polytechnic University of Turin

Michael Mania is an author at Mathematical Institute of the Slovak Academy of Sciences specializing in engineering, probability theory, and stochastic calculus.

ORCID

Top concepts

EngineeringProbabilityStochastic CalculusStochastic AnalysisFinanceBusinessAsset PricingStochastic ProcessesFinancial EngineeringStochastic Optimization

Publications per year

1987–2013

Publications

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

Exponential utility maximization under partial information

Michael Mania, Marina Santacroce · Finance and Stochastics · 2009 · 43 citations

Mathematical Programming, Engineering, Stochastic Optimization +4

A Semimartingale Bellman Equation and the Variance-Optimal Martingale Measure

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

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

Michael Mania, Revaz Tevzadze · SIAM Journal on Control and Optimization · 2003 · 28 citations

Semimartingale Backward Equation, Minimal Martingale Measure, Engineering +22

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