Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
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 |