Browsing by Author Boguslavskaya, E
Showing results 2 to 5 of 5
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Issue Date | Title | Author(s) |
---|---|---|
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 |
29-Dec-2015 | Utility maximization in Wiener-transformable markets | Boguslavskaya, E; Mishura, Y |