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