Dr Elena Boguslavskaya
Lecturer in Maths
Research area(s)
Optimal stopping, optimal control of stochastic processes, Martingale methods, the use of algebraic structures and operator calculus in probability, combinatorial methods,Random walks, Brownian motion, Levy processes, self-similar processes, stochastic processes with memory.
Financial mathematics, statistical arbitrage, algorithmic trading, derivatives pricing.
Research grants and projects
Project details
- Daphne Jackson Fellowship Funded by ESPRC (2014-2015)
- City University Research Fellowship (2006--2007)
- IBIS Graduate Fellowship (2000 -- 2002)