Access Statistics for Sergey Pergamenshchikov

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	30
Approximate hedging problem with transaction costs in stochastic volatility markets	0	0	0	28	0	0	1	69
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters	0	0	0	5	0	1	3	61
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters	0	0	0	6	0	2	3	24
Total Working Papers	0	0	0	53	0	3	8	184

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	41
Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes	0	0	0	8	0	0	0	57
Asymptotically efficient estimates for nonparametric regression models	0	0	1	8	0	0	3	18
General model selection estimation of a periodic regression with a Gaussian noise	0	0	0	4	0	0	1	55
Improved Model Selection Method for a Regression Function with Dependent Noise	0	0	0	8	0	0	0	41
In the insurance business risky investments are dangerous	0	0	0	144	0	0	2	606
Optimal consumption and investment for markets with random coefficients	0	1	1	12	1	2	5	73
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	0	0	0	60
Uniform concentration inequality for ergodic diffusion processes	0	0	0	2	0	0	1	13
Uniform concentration inequality for ergodic diffusion processes observed at discrete times	0	0	1	5	0	0	2	30
Total Journal Articles	0	1	3	222	1	2	15	1,012

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Statistics updated 2025-05-12