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 1 1 31
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 28 0 0 1 70
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 5 2 4 5 65
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 6 1 4 7 29
Total Working Papers 0 0 0 53 3 9 14 195

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 0 1 9 0 1 3 60
Asymptotically efficient estimates for nonparametric regression models 0 0 0 8 1 1 1 19
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 4 4 5 46
In the insurance business risky investments are dangerous 0 0 0 144 2 2 5 610
Optimal consumption and investment for markets with random coefficients 0 0 1 12 4 7 10 81
Ruin probability in the presence of risky investments 0 0 0 4 1 3 3 21
Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise 0 0 0 20 0 1 2 62
Uniform concentration inequality for ergodic diffusion processes 0 0 0 2 4 4 4 17
Uniform concentration inequality for ergodic diffusion processes observed at discrete times 0 0 0 5 1 1 1 31
Total Journal Articles 0 0 2 223 17 24 34 1,043

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Statistics updated 2026-01-09