Dr Elena Boguslavskaya
Lecturer in Maths
Summary
Elena Boguslavskaya is a Daphne Jackson Research Fellow. She was born in Moscow, and received her MSc from the Moscow State University. Her PhD is from the University of Amsterdam, where she studied under the supervision of Professor F. Klaassen and Professor A. Shiryaev.
Dr Boguslavskaya鈥檚 research interests are in probability and stochastic processes, including various applications in mathematical finance.
Newest selected publications
Boguslavskaya, E., Mishura, Y. and Shevchenko, G. (2018) ''.Stochastic Processes and Applications SPAS2017. V盲ster氓s and Stockholm, Sweden. 5 - 6 October. Springer International Publishing. pp. 335 - 361. ISSN: 2194-1009
Boguslavskaya, E. and Muravey, D. (2016) ''. Theory of Probability and its Applications, 60 (4). pp. 679 - 688. ISSN: 0040-585X
Boguslavsky, M. and Boguslavskaya, E. (2004) 'Arbitrage under power'. RISK magazine. pp. 69 - 73.