Dr Elena Boguslavskaya
Honorary Lecturer
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.
Newest selected publications
Boguslavskaya, E. and Shishkina, E. (2024) 'Fractional Wiener chaos: Part 1'. Fractional Calculus and Applied Analysis, 0 (ahead of print). pp. 1 - 36. ISSN: 1311-0454 Open Access Link
Boguslavskaya, E., Boguslavsky, M. and Muravey, D. (2022) 'Trading multiple mean reversion'. International Journal of Theoretical and Applied Finance, 25 (1). ISSN: 0219-0249 Open Access Link
Boguslavskaya, E. and Vostrikova, L. (2020) 'Revisiting integral functionals of geometric Brownian motion'. Statistics & Probability Letters, Volume 165 (October 2020). pp. 1 - 7. ISSN: 0167-7152 Open Access Link
Boguslavskaya, E., Mishura, Y. and Shevchenko, G. (2018) 'Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory'.Stochastic Processes and Applications SPAS2017. Västerås and Stockholm, Sweden. 5 - 6 October. Springer International Publishing. pp. 335 - 361. ISSN: 2194-1009 Open Access Link
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