Andrew Carverhill

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The smirk in the S\&P500 futures options prices: a linearized factor analysis Review of Derivatives Research	2009-11-23	Paper
An efficient ex-ante criterion for ranking investment strategies Applied Mathematics and Computation	2009-04-30	Paper
When is the short rate Markovian?	2002-01-03	Paper
WHEN IS THE SHORT RATE MARKOVIAN? Mathematical Finance	1998-01-21	Paper
A simplified exposition of the health, Jarrow and Morton model Stochastics and Stochastic Reports	1997-03-11	Paper
Global solutions of the Navier-Stokes equation with strong viscosity Annals of Global Analysis and Geometry	1993-02-25	Paper
Conditioning a lifted stochastic system in a product space The Annals of Probability	1988-01-01	Paper
Furstenberg's theorem for nonlinear stochastic systems Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1987-01-01	Paper
scientific article; zbMATH DE number 4062259 (Why is no real title available?)	1986-01-01	Paper
scientific article; zbMATH DE number 3971847 (Why is no real title available?)	1986-01-01	Paper
Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow	1986-01-01	Paper
A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems Stochastics	1986-01-01	Paper
scientific article; zbMATH DE number 3856143 (Why is no real title available?)	1985-01-01	Paper
Flows of stochastic dynamical systems: ergodic theory Stochastics	1985-01-01	Paper
A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem Stochastics	1985-01-01	Paper
Flows of stochastic dynamical systems: The functional analytic approach Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1983-01-01	Paper

Research outcomes over time

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