On estimation of the two dimensional Bernoulli regression function

Author: Davit Gogolashvili
Keywords: Bernoulli regression, consistency, asymptotic normality

European and American options price in the binomial model of financial market

Author: ana gogolishvili

On the testing hypothesis of equality distribution densities

Author: Elizbar Nadaraya
Co-authors: Petre Babilua, Grigol Sokhadze
Keywords: homogeneity hypothesis, goodness-of-fit test, consistency, power, wiener process, close alternatives

Stochastic models with Gaussian martingale. Optimal forecasting.

Author: Zaza Khechinashvili
Keywords: Gaussian martingale, risky asset price evolution, disorder moment, forecasting.

On one problem of American option pricing

Author: Besarion Dochviri
Co-authors: Babilua P., Gogolashvili D., Jaoshvili V.
Keywords: American option, optimal stopping time, rational price.

Stochastic integral representations of Brownian functionals

Author: Omar Purtukhia
Keywords: Brownian functional, Malliavin derivative, stochastic integral representation, Ocone-Haussmann-Clark formula.

Integral Functionals of a Density

Author: Grigol Sokhadze
Co-authors: Nadaraya E.
Keywords: Density, Estimation, Consistency