Browsing by Author Boguslavskaya, E
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
---|---|---|
6-Dec-2016 | An explicit solution for optimal investment in Heston model | Boguslavskaya, E; Muravey, D |
5-Dec-2018 | Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory | Boguslavskaya, E; Mishura, Y; Shevchenko, G |
5-Jun-2020 | Revisiting integral functionals of geometric Brownian motion | Boguslavskaya, E; Vostrikova, L |
2014 | Solving optimal stopping problems for Lévy processes in infinite horizon via $A$-transform | Boguslavskaya, E |
23-Feb-2021 | Trading multiple mean reversion | Boguslavskaya, E; Boguslavsky, M; Muravey, D |
29-Dec-2015 | Utility maximization in Wiener-transformable markets | Boguslavskaya, E; Mishura, Y |