Dr Elena Boguslavskaya
Lecturer in Maths
Tower A 023
- Email: email@example.com
- Tel: +44 (0)1895 265251
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.