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Dr Elena Boguslavskaya

Dr Elena Boguslavskaya
Lecturer in Maths

Summary

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

Newest selected publications

Boguslavskaya, E., Mishura, Y. and Shevchenko, G. (2018) 'Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory', in Silvestrov, S., Malyarenko, A. and Rancic, M. (eds.) Stochastic Processes and Applications SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017. Springer International Publishing. , 271. pp. 335 - 361. ISBN 13: 9783030028244.

Book chapter

Boguslavskaya, E. and Muravey, D. (2016) 'An explicit solution for optimal investment in Heston model'. Theory of Probability and its Applications, 60 (4). pp. 679 - 688. ISSN: 0040-585X Open Access Link

Journal article

Boguslavsky, M. and Boguslavskaya, E. (2004) 'Arbitrage under power'. RISK magazine. pp. 69 - 73.

Journal article
More publications(3)