Andrew P. Carverhill

Available identifiers

Publication	Date of Publication	Type
The smirk in the S\&P500 futures options prices: a linearized factor analysis	2009-11-23	Paper
An efficient ex-ante criterion for ranking investment strategies	2009-04-30	Paper
https://portal.mardi4nfdi.de/entity/Q2760391	2002-01-03	Paper
WHEN IS THE SHORT RATE MARKOVIAN?	1998-01-21	Paper
A simplified exposition of the health, Jarrow and Morton model	1997-03-11	Paper
Global solutions of the Navier-Stokes equation with strong viscosity	1993-02-25	Paper
Conditioning a lifted stochastic system in a product space	1988-01-01	Paper
Furstenberg's theorem for nonlinear stochastic systems	1987-01-01	Paper
A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems	1986-01-01	Paper
Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3738303	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3796478	1986-01-01	Paper
A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem	1985-01-01	Paper
Flows of stochastic dynamical systems: ergodic theory	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3324776	1985-01-01	Paper
Flows of stochastic dynamical systems: The functional analytic approach	1983-01-01	Paper

No records found.

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