Boguslavskaya Elena Bladimirovna

Publications in Math-Net.Ru

1. An explicit solution for optimal investment in Heston model
   
   Teor. Veroyatnost. i Primenen., 60:4 (2015),  811–819
2. On optimization of long-term irreversible investments in a diffusion model
   
   Teor. Veroyatnost. i Primenen., 45:4 (2000),  748–759
3. Exact solution of an optimal control problem of investment in a diffusion model
   
   Uspekhi Mat. Nauk, 52:2(314) (1997),  157–158