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