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 0 7 76
Approximate hedging problem with transaction costs in stochastic volatility markets 0 0 0 14 0 0 5 35
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 6 0 0 8 32
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters 0 0 0 5 0 0 9 70
Total Working Papers 0 0 0 53 0 0 29 213

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 1 2 10 0 1 10 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 0 0 10 52
In the insurance business risky investments are dangerous 0 0 0 144 1 1 9 616
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 1 12 30
Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise 0 0 0 20 1 1 10 70
Uniform concentration inequality for ergodic diffusion processes 0 0 0 2 1 1 8 21
Uniform concentration inequality for ergodic diffusion processes observed at discrete times 0 0 0 5 1 2 9 39
Total Journal Articles 0 1 2 224 4 8 104 1,119

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Statistics updated 2026-08-07