Elena Boguslavskaya



Elena Boguslavskaya is a Daphne Jackson Research Fellow. She was born in Moscow, and received her MSc from the Moscow State University. Her PhD is from the University of Amsterdam, where she studied under the supervision of Professor F. Klaassen and Professor A. Shiryaev.

Dr Boguslavskaya’s research interests are in probability and stochastic processes,  including various applications in mathematical finance.

EPSRC profile

Research area(s)

Optimal stopping, optimal control of stochastic processes, Martingale methods, the use of algebraic structures and operator calculus in probability, combinatorial methods,Random walks, Brownian motion, Levy processes, self-similar processes, stochastic processes with memory.

Financial mathematics, statistical arbitrage, algorithmic trading, derivatives pricing.


Research project(s) and grant(s)

  • Daphne Jackson Fellowship Funded by ESPRC (2014-2015)
  • City University Research Fellowship (2006--2007)
  • IBIS Graduate Fellowship  (2000 -- 2002)



Module leader:  MA5604  Option Pricing Theory

Research supervision

Master thesis supervision
Ciaran Cox  - ''Trading Mean-reverting processes under different utility functions'', September 2015

Selected Publications

Page last updated: Wednesday 14 September 2016