M. Boguslavsky, “
Optimal Trading Rules”, presentation slides for Quant Congress Europe, London October-November 2005.
M. Boguslavsky, “
Practical Model Calibration”, presentation slides for Risk workshop on pricing and hedging under stochastic volatility, New York, September 2004.
M. Boguslavsky, E. Boguslavskaya, “
Arbitrage under Power”, (formerly "Optimal Arbitrage Trading") version with full proofs, February 2004. A shorter version appeared in
Risk, June 2004, pp. 69-73.
E. Boguslavskaya, "
On optimization of long-term irreversible investments in a diffusion model”, preprint, October 1999. Appeared in
Theory of Probability & Its Applications Volume 45, Number 4, 2001 pp. 647-658
