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Dr Elena Boguslavskaya
Honorary Lecturer

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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

Journal article

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

Journal article

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

Journal article

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

Conference paper

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