Arbitrage under power M Boguslavsky, E Boguslavskaya
Risk 17 (6), 69-73, 2004
47 2004 On Optimization of dividend flow for a company in a presence of liquidation value E Boguslavskaya
Can be downloaded from http://www. boguslavsky. net/fin/dividendflow. pdf, 2003
16 2003 Optimization problems in financial mathematics: explicit solutions for diffusion models EV Boguslavskaya
Universiteit van Amsterdam [Host], 2006
15 2006 An explicit solution for optimal investment in Heston model E Boguslavskaya, D Muravey
Theory of Probability & Its Applications 60 (4), 679-688, 2016
7 2016 On optimization of long-term irreversible investments in a diffusion model EV Boguslavskaya
Theory of Probability & Its Applications 45 (4), 647-658, 2001
6 2001 Replication of Wiener-transformable stochastic processes with application to financial markets with memory E Boguslavskaya, Y Mishura, G Shevchenko
Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm …, 2018
5 2018 An explicit solution for optimal investment in Heston model E Boguslavskaya, D Muravey
arXiv preprint arXiv:1505.02431, 2015
5 2015 Revisiting integral functionals of geometric Brownian motion E Boguslavskaya, L Vostrikova
Statistics & Probability Letters 165, 108834, 2020
3 2020 Solving optimal stopping problems for Lévy processes in infinite horizon via -transform E Boguslavskaya
http://arxiv.org/pdf/1403.1816.pdf, 2015
3 2015 A method to solve optimal stopping problems for Lévy processes in infinite horizon E Boguslavskaya
ArXiv e-prints 1403, 2014
3 2014 Exact solution of an optimal control problem of investment in a diffusion model EV Boguslavskaya
Russian Mathematical Surveys 52 (2), 396, 1997
2 1997 Trading multiple mean reversion E Boguslavskaya, M Boguslavsky, D Muravey
International Journal of Theoretical and Applied Finance 25 (01), 2250006, 2022
1 2022 Fractional Wiener Chaos E Boguslavskaya, E Shishkina
arXiv preprint arXiv:2309.00484, 2023
2023 Utility maximization in Wiener-transformable markets E Boguslavskaya, Y Mishura
arXiv preprint arXiv:1512.08788, 2015
2015 Optimization problems in financial mathematics: explicit solutions for EV Boguslavskaya
2006