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 0 5 35
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 28 0 0 6 76
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 5 1 1 10 71
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 6 0 0 8 32
Total Working Papers 0 0 0 53 1 1 29 214

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 8 49
Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes 0 0 1 10 0 0 9 68
Asymptotically efficient estimates for nonparametric regression models 0 0 0 8 0 0 4 22
General model selection estimation of a periodic regression with a Gaussian noise 0 0 0 4 0 0 6 61
Improved Model Selection Method for a Regression Function with Dependent Noise 0 0 0 8 1 1 11 53
In the insurance business risky investments are dangerous 0 0 0 144 0 1 8 616
Optimal consumption and investment for markets with random coefficients 0 0 0 12 0 1 18 91
Ruin probability in the presence of risky investments 0 0 0 4 0 0 12 30
Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise 0 0 0 20 0 1 10 70
Uniform concentration inequality for ergodic diffusion processes 0 0 0 2 0 1 8 21
Uniform concentration inequality for ergodic diffusion processes observed at discrete times 0 0 0 5 0 1 9 39
Total Journal Articles 0 0 1 224 1 6 103 1,120

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10