Access Statistics for Sergey Pergamenshchikov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 14 0 1 5 35
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 28 0 1 7 76
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 5 0 2 9 70
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 6 0 1 8 32
Total Working Papers 0 0 0 53 0 5 29 213

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time 0 0 0 7 0 2 8 49
Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes 1 1 2 10 1 3 11 68
Asymptotically efficient estimates for nonparametric regression models 0 0 0 8 0 1 4 22
General model selection estimation of a periodic regression with a Gaussian noise 0 0 0 4 0 2 6 61
Improved Model Selection Method for a Regression Function with Dependent Noise 0 0 0 8 0 2 11 52
In the insurance business risky investments are dangerous 0 0 0 144 0 2 9 615
Optimal consumption and investment for markets with random coefficients 0 0 0 12 0 4 17 90
Ruin probability in the presence of risky investments 0 0 0 4 1 3 12 30
Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise 0 0 0 20 0 6 9 69
Uniform concentration inequality for ergodic diffusion processes 0 0 0 2 0 2 7 20
Uniform concentration inequality for ergodic diffusion processes observed at discrete times 0 0 0 5 1 4 8 38
Total Journal Articles 1 1 2 224 3 31 102 1,114

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Statistics updated 2026-06-04