Andrew P. Carverhill

Available identifiers

zbMath Open carverhill.andrew-pMaRDI QIDQ1015806

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Andrew P. Carverhill