Elena Boguslavskaya
Elena Boguslavskaya
Brunel University London
Bestätigte E-Mail-Adresse bei boguslavsky.net
Titel
Zitiert von
Zitiert von
Jahr
Arbitrage under power
M Boguslavsky, E Boguslavskaya
Risk 17 (6), 69-73, 2004
362004
On Optimization of dividend flow for a company in a presence of liquidation value
E Boguslavskaya
Can be downloaded from http://www. boguslavsky. net/fin/dividendflow. pdf, 2003
172003
Optimization problems in financial mathematics: explicit solutions for
EV Boguslavskaya
102006
An explicit solution for optimal investment in Heston model
E Boguslavskaya, D Muravey
arXiv preprint arXiv:1505.02431, 2015
42015
On optimization of long-term irreversible investments in a diffusion model
EV Boguslavskaya
Theory of Probability & Its Applications 45 (4), 647-658, 2001
42001
Replication of Wiener-transformable stochastic processes with application to financial markets with memory
E Boguslavskaya, Y Mishura, G Shevchenko
International Conference on Stochastic Processes and Algebraic Structures …, 2017
32017
A method to solve optimal stopping problems for Lévy processes in infinite horizon
E Boguslavskaya
ArXiv e-prints 1403, 2014
32014
An explicit solution for optimal investment in Heston model
E Boguslavskaya, D Muravey
Theory of Probability & Its Applications 60 (4), 679-688, 2016
22016
Solving optimal stopping problems for Lévy processes in infinite horizon via -transform
E Boguslavskaya
http://arxiv.org/pdf/1403.1816.pdf, 2015
22015
Exact solution of an optimal control problem of investment in a diffusion model
EV Boguslavskaya
Russian Mathematical Surveys 52 (2), 396, 1997
21997
Revisiting integral functionals of geometric Brownian motion
E Boguslavskaya, L Vostrikova
Statistics & Probability Letters 165, 108834, 2020
12020
Trading multiple mean reversion
E Boguslavskaya, M Boguslavsky, D Muravey
arXiv preprint arXiv:2009.09816, 2020
2020
Replication of Wiener-Transformable Stochastic Processes with Application to
E Boguslavskaya, Y Mishura, G Shevchenko
Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm …, 2018
2018
Utility maximization in Wiener-transformable markets
E Boguslavskaya, Y Mishura
arXiv preprint arXiv:1512.08788, 2015
2015
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