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Boguslavskaya, Elena Bladimirovna
Statistics Math-Net.Ru
Total publications: 3
Scientific articles: 3
Presentations: 2

Number of views:
This page:438
Abstract pages:956
Full texts:578
References:100
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https://www.mathnet.ru/eng/person17285
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List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/626440

Publications in Math-Net.Ru Citations
2015
1. E. B. Boguslavskaya, D. Muravey, “An explicit solution for optimal investment in Heston model”, Teor. Veroyatnost. i Primenen., 60:4 (2015),  811–819  mathnet  mathscinet  elib; Theory Probab. Appl., 60:4 (2016), 679–688  isi  scopus 9
2000
2. E. B. Boguslavskaya, “On optimization of long-term irreversible investments in a diffusion model”, Teor. Veroyatnost. i Primenen., 45:4 (2000),  748–759  mathnet  mathscinet  zmath; Theory Probab. Appl., 45:4 (2001), 647–658  isi
1997
3. E. B. Boguslavskaya, “Exact solution of an optimal control problem of investment in a diffusion model”, Uspekhi Mat. Nauk, 52:2(314) (1997),  157–158  mathnet  mathscinet  zmath; Russian Math. Surveys, 52:2 (1997), 396–397  isi  scopus 1

Presentations in Math-Net.Ru
1. Интегральные преобразования Аппеля и их применения, в том числе в многомерных проблемах оптимальной остановки
E. B. Boguslavskaya
Principle Seminar of the Department of Probability Theory, Moscow State University
February 20, 2019 16:45
2. On solving optimal stopping problems for Levy processes via A-transform
E. B. Boguslavskaya
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 15, 2014 15:15   

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