| Arbitrage under power M Boguslavsky, E Boguslavskaya Risk 17 (6), 69-73, 2004 | 49 | 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 | 9 | 2016 |
| An explicit solution for optimal investment in Heston model E Boguslavskaya, D Muravey arXiv preprint arXiv:1505.02431, 2015 | 7 | 2015 |
| 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 |
| Solving optimal stopping problems for Lévy processes in infinite horizon via -transform E Boguslavskaya http://arxiv.org/pdf/1403.1816.pdf, 2015 | 4 | 2015 |
| Revisiting integral functionals of geometric Brownian motion E Boguslavskaya, L Vostrikova Statistics & Probability Letters 165, 108834, 2020 | 3 | 2020 |
| A method to solve optimal stopping problems for Lévy processes in infinite horizon E Boguslavskaya ArXiv e-prints 1403, 2014 | 3 | 2014 |
| Trading multiple mean reversion E Boguslavskaya, M Boguslavsky, D Muravey International Journal of Theoretical and Applied Finance 25 (01), 2250006, 2022 | 2 | 2022 |
| Exact solution of an optimal control problem of investment in a diffusion model EV Boguslavskaya Russian Mathematical Surveys 52 (2), 396, 1997 | 2 | 1997 |
| Fractional Wiener chaos: Part 1 E Boguslavskaya, E Shishkina Fractional Calculus and Applied Analysis, 1-36, 2024 | | 2024 |
| 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 |
Yuliya MishuraProfessor of Probability, Taras Shevchenko National University of KyivVerified email at knu.ua
