Serguei Pergamenshchikov

Identifiers

• name variant Serguei Pergamenshchikov 0.60 · backfill

Papers (4)

1. Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with logarithmic utility q-fin.PM · 2018 · author #2
2. Sequential Model Selection Method for Nonparametric Autoregression math.ST · 2018 · author #3
3. In the Life Insurance Business Risky Investments are Dangerous math.PR · 2015 · author #2
4. Approximate hedging problem with transaction costs in stochastic volatility markets q-fin.MF · 2015 · author #2

Mentions

• 1505.04331 #2 · backfill · confidence 0.70 Serguei Pergamenshchikov
• 1505.02546 #2 · backfill · confidence 0.70 Serguei Pergamenshchikov

Frequent Coauthors

• Jean-Yves Brua 1 shared papers
• Ouerdia Arkoun 1 shared papers
• Sahar Albosaily 1 shared papers
• Thai Huu Nguyen 1 shared papers
• Yuri Kabanov 1 shared papers