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 1 14 0 0 3 24
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 28 0 1 3 57
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 5 0 0 2 14
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 1 0 0 2 19
Total Working Papers 0 0 1 48 0 1 10 114


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 0 0 36
Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes 0 0 0 6 0 0 2 46
Asymptotically efficient estimates for nonparametric regression models 0 0 1 5 0 0 1 12
General model selection estimation of a periodic regression with a Gaussian noise 0 0 0 4 0 0 0 43
Improved Model Selection Method for a Regression Function with Dependent Noise 0 0 1 7 0 0 3 38
In the insurance business risky investments are dangerous 0 0 0 140 2 2 4 583
Optimal consumption and investment for markets with random coefficients 0 0 0 9 0 0 0 54
Ruin probability in the presence of risky investments 0 0 0 3 0 0 0 16
Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise 0 0 0 19 0 0 0 58
Uniform concentration inequality for ergodic diffusion processes 0 0 0 2 0 0 0 11
Uniform concentration inequality for ergodic diffusion processes observed at discrete times 0 0 0 4 0 0 1 22
Total Journal Articles 0 0 2 206 2 2 11 919


Statistics updated 2019-10-05