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 2 3 4 34
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 28 1 5 6 75
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 6 1 3 8 31
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 5 0 5 7 68
Total Working Papers 0 0 0 53 4 16 25 208

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 2 6 6 47
Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes 0 0 1 9 0 5 8 65
Asymptotically efficient estimates for nonparametric regression models 0 0 0 8 0 3 3 21
General model selection estimation of a periodic regression with a Gaussian noise 0 0 0 4 0 4 4 59
Improved Model Selection Method for a Regression Function with Dependent Noise 0 0 0 8 0 8 9 50
In the insurance business risky investments are dangerous 0 0 0 144 1 5 7 613
Optimal consumption and investment for markets with random coefficients 0 0 0 12 1 9 14 86
Ruin probability in the presence of risky investments 0 0 0 4 0 7 9 27
Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise 0 0 0 20 1 1 3 63
Uniform concentration inequality for ergodic diffusion processes 0 0 0 2 1 5 5 18
Uniform concentration inequality for ergodic diffusion processes observed at discrete times 0 0 0 5 1 4 4 34
Total Journal Articles 0 0 1 223 7 57 72 1,083

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Statistics updated 2026-03-04