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 28 0 1 1 70
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 14 1 1 1 31
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 6 2 3 5 27
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 5 1 1 2 62
Total Working Papers 0 0 0 53 4 6 9 190

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 41
Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes 0 1 1 9 1 2 3 60
Asymptotically efficient estimates for nonparametric regression models 0 0 0 8 0 0 1 18
General model selection estimation of a periodic regression with a Gaussian noise 0 0 0 4 0 0 0 55
Improved Model Selection Method for a Regression Function with Dependent Noise 0 0 0 8 0 0 1 42
In the insurance business risky investments are dangerous 0 0 0 144 0 1 3 608
Optimal consumption and investment for markets with random coefficients 0 0 1 12 1 2 4 75
Ruin probability in the presence of risky investments 0 0 0 4 0 0 0 18
Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise 0 0 0 20 1 2 2 62
Uniform concentration inequality for ergodic diffusion processes 0 0 0 2 0 0 0 13
Uniform concentration inequality for ergodic diffusion processes observed at discrete times 0 0 1 5 0 0 1 30
Total Journal Articles 0 1 3 223 3 7 15 1,022

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Statistics updated 2025-11-08