Elena Boguslavskaya

Available identifiers

zbMath Open boguslavskaya.elena-vladimirovnaMaRDI QIDQ2197606

List of research outcomes

Publication	Date of Publication	Type
Fractional Wiener Chaos	2023-09-01	Paper
TRADING MULTIPLE MEAN REVERSION	2022-03-29	Paper
Revisiting integral functionals of geometric Brownian motion	2020-09-01	Paper
Replication of Wiener-transformable stochastic processes with application to financial markets with memory	2019-10-17	Paper
An Explicit Solution for Optimal Investment in Heston Model	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	2002-04-25	Paper
Exact solution of an optimal control problem of investment in a diffusion model	1999-11-11	Paper

Research outcomes over time

This page was built for person: Elena Boguslavskaya