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Dr Elena Boguslavskaya
Lecturer in Maths

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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

Conference paper | Open Access Link | Cite

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

Journal article | Open Access Link | Cite

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

Journal article | Cite

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