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1. D. Aslamazishvili, Embodiment Symbols in Organizational Anthropology, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
2. B. Chikvinidze, Remark on Right Continuous Exponential Martingales, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
3. T. Kutali, R. Tevzadze, Utility maximization problem with uncertainty of success probability, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
4. M. Mania, R. Tevzadze, A Martingale Characterization of the General Solution of Quadratic Functional Equation, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
5. N. Kalandarishvili, T. Toronjadze, T. Uzunashvili, Modeling medical procedure protocols adoption priorities in healthcare, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
6. L. Gachechiladze, T. Uzunashvili, T. Toronjadze, Incorporating Machine Learning Models in Valuation of Hedging Strategies, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020.

1. D. Aslamazishvili, Symbolic Perception in Work-Related Experience, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
2. T. Kutalia, R. Tevzadze, Bilateral Tariffs and Exchange Rate Under International Competition, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
3. T. Toronjadze, T. Uzunashvili, Stochastic Models in Marketing and Management, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
4. M. Mania, Martingale Method of Solving Lobachevsky's Functional Equation, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
5. B. Chikvinidze, Uniform Integrability of the Exponential Martingales, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019

1. Mania M. and Tevzadze R. Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem, Transactions of A. Razmadze Mathematical Institute, v.172, 3 (2018), 429-439
2. D. Aslamazishvili, Symbolic Imprinting And Triggers In Organization Context, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018
3. L. Gachechiladze, T. Uzunashvili, T. Toronjadze, Real options valuation of hedging strategies, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018
4. T. Kutalia, N. Lazrieva, Portfolio Optimization with Coherent Risk Measures, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018
5. M. Mania, R. Tevzadze, The It^o formula for non-anticipative functionals according to Chitashvili, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018

1. N.Lazrieva, T. Toronjadze, Recursive estimation procedures for the one-dimensional parameter of statistical models associated with semimartingales. Transactions of A. Razmadze Mathematical Institute, 2017, Volume 171, Issue 1, pp. 57- 75, 2017
2. M. Cowgill, Specificity of staff Motivation & Values-Based Framework within educational institutions, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
3. D. Aslamazishvili, Symbol within cultural engineering process in organizations, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
4. T. Zeragia, Learning as the modern challenge of organizations, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
5. B. Gogichashvili, N. Lazrieva, Modification and application of RAROC model in credit risk management, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
6. L. Gachechiladze, T. Uzunashvili, Investment projects robust valuation, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
7. B. Chikvinidze, An extension of the mixed Novikov-Kazamaki condition, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
8. M. Mania, R. Tevzadze, Connections between a system of Forward-Backward SDEs and Backward Stochastic PDEs related to the utility maximization problem, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
9. N. Lazrieva, T. Toronjadze, Recursive estimation of the one-dimensional parameter of Compound Poisson process, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, Georgian American University, Tbilisi, 2017
10. M. Mania, R. Tevzadze, On the regularity of primal and dual dynamic value functions related to investment problem and their representations as Backward Stochastic PDE solutions, SIAM journal on financial mathematics, 8(1), pp. 483–503, 2017
11. M. Mania, R. Tevzadze, A System of FBSDE Related to Utility Maximization Problem, Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics, V.31, pp.137-142, 2017
12. B. Chikvinidze, R. Tevzadze, application of FBSDE in optimal investment problem, Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics, Volume 31, 2017

1. N. Lazrieva and T. Toronjadze, Recursive estimation procedure for one-dimensional parameters of statistical models associated with semimartingale, Transactions of A. Razmadze Math Institute, Vol. 1, 2017, pp. 57-75
2. M. Mania and R. Tevzadze, On the regularity of primal and dual dynamic value functions related to investment problem and their representations as BSPDE solutions, Accepted in SIAM Journal of Financial Mathematics
3. Levan Borchkhadze, A funded pension for Georgia, SEER Journal for Labour and Social Affairs in Eastern Europe, SEER, Jahrgang 19 (2016), pp 119–134
4. I. Chelidze and T. Tsabadze, Credit risk assessment using fuzzy sets, Economics and Banking, NBG, Vol. 3, N3, 2016, pp 45-56
5. I. Chelidze and T. Tsabadze, Credit risk assessment using fuzzy sets, Business Engineering, GTU, N1-2, 2016, pp 164-168
6. M. Beradze and G. Chinchaladze, Estimating exposure at default using copula functions, Economics and Banking, NBG, Vol. 4, N1, 2016, pp 35-43

1. M. Mania and R. Tevzadze, On the properties of dynamic value functions in the problem of optimal investment in an incomplete market, Georgian Mathematical Journal. Vol. 22, Issue 1, (2015), 111-130
2. M. Mania and R. Tevzadze, On the regularity of dynamic value function related to the utility maximization problem, Proceedings of A. Razmadze Mathematical Institute V. 168, (2015), pp. 63–77
3. M. Mania and R. Tevzadze, The relation between the basic and conditional utility optimization problems, Proceedings of I. Vekua Institute of Applied Mathematics, Vol. 65. (2015), 8 pages
4. T. Tsabadze, A method for aggregation of trapezoidal fuzzy estimates under group decision-making J. Fuzzy Sets and Systems, Volume 266, 2015, Elsevier pp 114–130
5. T. Tsabadze, A. Frangishvili, T. Tsamalashvili., Application of Fuzzy Sets in Solving Some Management Problems. Part 1, Journal of Mathematical Sciences, Volume 208, Issue 6, 2015, Springer International Publishing AG, pp 661-676
6. T. Tsabadze, A. Frangishvili, T. Tsamalashvili, Application of Fuzzy Sets in Solving Some Management Problems. Part 2, Journal of Mathematical Sciences, Volume 208, Issue 6, 2015, Springer International Publishing AG, pp 677-692
7. N. Lazrieva and T. Toronjadze, Semimartingale recursive estimation procedures, Proceedings of A. Razmadze Mathematical Institute, 2015

1. N. Lazrieva and T. Toronjadze, Recursive estimation procedures of one-dimensional parameter for statistical models associated with semimartingales submitted to Georgian Mathematical Journal, 2014
2. M. Mania and B. Chikvinidze, New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations, Journal of Theoretical Probability, Springer, Vol. 27, N. 4, 2014, pp 1213-1228
3. M. Mania and R. Tevzadze, On the properties of the dynamic value functions in the problem of optimal investing in incomplete markets, ”Georgian Mathematical Journal”, Vol. 22, N 1, 2015
4.  L. Gachechiladze and I. Chelidze, Investment Project Valuation with Real Options and Games Theory, Economics and Banking, NBG, Vol. 1, N3, 2014, pp 29-42
5. G. Pertaia, S. Ghudushauri and N. Toronjadze, FX Portfolio Risk Management, Economics and Banking, NBG, Vol. 2, N1, 2014, pp 41-50
6. T. Tsabadze, A method for aggregation of trapezoidal fuzzy estimates under group decision-making, Fuzzy Sets and Systems, 2014

1. R. Tevzadze, T. Toronjadze and T. Uzunashvili, Robust utility maximization for diffusion market model with misspecified coefficients, Finance and Stochastics, 17, 3, (2013), 535-563
2. T. Tsabadze, Solution of Some Management Problems by Means of Fuzzy Sets Theory, 7th WSEAS International Conference Business Administration (ICBA’13), Milan, Italy, 2013
3. T. Tsabadze, An Approach for Aggregation of Experts’ Qualitative Evaluations by Means of Fuzzy Sets, 2013 IFSA World Congress NAFIPS Annual Meeting, Edmonton, Canada, 2013
4. M. Mania and B. Chikvinidze, New proofs of some results on BMO martingales using BSDEs, to appear in Journal of Theoretical Probability, DOI: 10.1007/s10959-013-0524-x, 2013
5. D. Aslamazishvili, Manus Symbolicus as a New Generation in Symbolic Management, Applied Sciences and Technologies in the US and Europe: common challenges and scientific findings, proceedings of the 2nd International scientific conference, Cabinet Publishing, New York, USA, 2013
6. D. Aslamazishvili, Символическое поле в менеджменте современной организации (Symbolic field within contemporary organization), Applied Sciences in Europe: tendencies of contemporary development, Proceedings of the 3rd International scientific conference. ORT Publishing Stuttgart, 2013
7. M. Mania and R. Tevzadze, On the properties of the dynamic value functions in the problem of optimal investing in incomplete markets, submitted to Georgian Mathematical Journal, 2013

1. T. Tsabadze, One Way of Aggregation Experts’ Fuzzy Estimations under Group Decision Making, 3rd International Conference of Applied Informatics and Computing Theory (AICT’12), Barcelona, Spain, 2012
2. R. Tevzadze, T. Uzunashvili, Robust mean-variance hedging and pricing of contingent claims in a one-period model, International Journal of Theoretical and Applied Finance, 15, 3, (2012), 9p.
3. R. Tevzadze, Robust mean-variance hedging in the single period model, Reports of the seminar of I. Vekua Institute of Applied Mathematics, v.25. (2012), 4p.
4. M. Mania and B. Chikvinidze, On the Girsanov transformation of BMO martingales, Reports of Enlarged Session of the Seminar of I. Vekua Institute of Applied Mathematics, Volume 26, (2012), pp. 119-114
5. M. Mania, M. Jeanblanc, M. Santacroce and M. Schweizer, Mean-variance hedging via stochastic control and BSDEs for general semimartingales, Annals of Applied Probability, Vol. 22, No. 6, (2012), pp. 2388-2428

1. R. Tevzadze and T. Uzunashvili, Robust mean-variance hedging in the two-period model. Reports of Enlarged Session of the Seminar of I. Vekua Institute of Applied Mathematics, Vol. 24, (2011), 126-130

1. N. Lazrieva and T. Toronjadze, “The Robbins–Monro Type Stochastic Differential Equation III. Polyak’s Averaging”, Stochastics: An International Journal of Probability and Stochastic Processes,v.82, issue 2, p.165-188, 2010
2. N. Lazrieva and T. Toronjadze, Recursive Parameter Estimation in the Trend Coefficient of a Diffusion Process, Georgian Math. Journal, Vol. 17, N 4, 2010, pp. 683-705
3. M. Mania and R. Tevzadze, Backward stochastic PDEs related to utility maximization problem, Georgian Math. J. Vol., Georgian Math. Journal, Vol. 17, N 4, (2010), pp. 705- 741
4. M. Mania and M. Santacroce, Exponential hedging under partial information, “Finance and Stochastics”, Vol. 14, N. 3, (2010), pp. 419-448
5. M. Mania, R. Tevzadze and T. Toronjadze, Mean-Variance Hedging Under Partial Information, Stochastic Control, Chris Myers (Ed.), Publisher: Sciyo, (2010), Chapter 28, pp. 581-609
6. M. Mania, M. Jeanblanc, M. Santacroce and M. Schweizer, Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales, National Centre of Competence in Research Financial Valuation and Risk Management Working Paper No. 675 Accepted in “Annals of Applied Probability”, 2010

1. Tsigroshvili Z. P. (2009). On Copula functions for discrete random variables (submitted in Proc. Of A. Razmadze Math. Institute)
2. Tsigroshvili Z. P. (2009). Modeling Dependent Counting Variables with Applications to Credit and Operational Risks (submitted in Georgian Mathematical Journal)
3. M. Mania, M. Santacroce, Exponential hedging under partial information, accepted in “Finance and Stochastics” (DOI:10.100780-009-0114-z), 2009
4. M. Mania, R. Tevzadze, T. Toronjadze, L2-approximating pricing under restricted information, published in “Applied Mathematics and Optimization” (2009). DOI:10.1007/s00245-009-9067-z, 2009
5. N. Lazrieva, T. Toronjadze, “The Robbins–Monro Type Stochastic Differential Equation III.Polyak’sAveraging”, “Stochastics An International Journal of Probability and Stochastic Processes”, Rep. 105 (2009), No. 4, 115-135
6. Tsigroshvili, Z., Toronjadze, T. Chincharauli, Z. Makharadze, G. (2009). Generalized Panjer’s Type Recursion, published in Georgian Mathematical Journal
7. M. Mania, M. Santacroce, R. Tevzadze, A semimartingale BSDE related to the minimal entropy martingale measure, Handbook of Quantitative Finance and Risk Management, Springer, 2009

1. Lezhava T., Tsigroshvili, Z., Dvalishvili N., Jokhadze T. (2008). A mathematical model for satellite associations of human acrocentric chromosomes. Georgian Med News, 2008 Nov (164): 90-9.
2. M. Mania, R. Tevzadze, Backward stochastic partial differential equations related to utility maximization and hedging, Journal of Mathematical Sciences, Vol. 153, No. 3, (2008), pp. 292-376
3. M. Mania, R. Tevzadze, T. Toronjadze, Mean-variance Hedging Under Partial Information, SIAM Journal on Control and Optimization, Vol. 47, N. 5, (2008), pp. 2381-2409
4. N. Lazrieva, T. Sharia, T. Toronjadze, Semimartingale Stochastic approximation procedure and recursive estimation, Journal of Mathematical Sciences, Vol. 153, No. 3, 2008, 211-261, 2008
5. N. Lazrieva, T. Toronjadze, Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets, Journal of Mathematical Sciences, Vol. 153, No. 3, 2008, 262-290, 2008
6. N. Lazrieva, T. Toronjadze, Semimartingale stochastic approximation procedure and recursive estimation, J. Math. Sci. 153 (2008), No.3, 211-259
7. R. Tevzadze, Solvability of Backward Stochastic Differential Equation with Quadratic Growth, Stochastic Processes and their Applications, vol. 118, №3, (2008), 503-515

1. T. Kavtaradze, N. Lazrieva, M. Mania and P. Muliere, A Bayesian-martingale approach to the general disorder problem, Stochastic Processes and their Applications, 117 (2007), pp. 1093-1120

2006

1. M. Mania, R. Tevzadze, An Exponential Martingale Equation, Electronic Communications in Probability, 11, (2006), 206–216
2. M. Mania, R. Tevzadze, An exponential martingale equation, From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, Springer, (2006), pp.507-516
3. Z. Tsigroshvili, On infinitely divisible integer-valued random variables, Georgian Mathematical Journal, (2006)