Elena Boguslavskaya
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Person:2197606
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fractional Wiener Chaos | 2023-09-01 | Paper |
| TRADING MULTIPLE MEAN REVERSION International Journal of Theoretical and Applied Finance | 2022-03-29 | Paper |
| Revisiting integral functionals of geometric Brownian motion Statistics & Probability Letters | 2020-09-01 | Paper |
| Replication of Wiener-transformable stochastic processes with application to financial markets with memory (available as arXiv preprint) | 2019-10-17 | Paper |
| An explicit solution for optimal investment in Heston model Theory of Probability & Its Applications | 2016-12-07 | Paper |
| Utility maximization in Wiener-transformable markets | 2015-12-29 | Paper |
| Solving optimal stopping problems for L\'evy processes in infinite horizon via $A$-transform | 2014-03-07 | Paper |
| On Optimization of Long-Term Irreversible Investments in a Diffusion Model Theory of Probability & Its Applications | 2002-04-25 | Paper |
| Exact solution of an optimal control problem of investment in a diffusion model Russian Mathematical Surveys | 1999-11-11 | Paper |
Research outcomes over time
This page was built for person: Elena Boguslavskaya
