Mathematical Finance

Papers and presentations

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 dividend flow for a company with nonnegative liquidation value", working paper, September 2003.
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

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Last modified Oct-08