E-LIB Suche - Ergebnisse für: Carverhill, Andrew

1

A Bayesian analysis of time-varying jump risk in S&P 500 re..:

Carverhill, Andrew ; Luo, Dan
Journal of Financial Markets. 64 (2023) - p. 100786 , 2023

Link: https://doi.org/10.1016/..

2

Pricing and integration of credit default swap index tranch..:

Carverhill, Andrew ; Luo, Dan
Journal of Futures Markets. 40 (2019) 4 - p. 503-526 , 2019

Link: https://doi.org/10.1002/..

3

Corporate Liquidity and Capital Structure:

Anderson, Ronald W. ; Carverhill, Andrew
The Review of Financial Studies. 25 (2012) 3 - p. 797-837 , 2012

Link: https://www.jstor.org/st..

4

Corporate Liquidity and Capital Structure:

Anderson, Ronald W. ; Carverhill, Andrew
Review of Financial Studies. 25 (2011) 3 - p. 797-837 , 2011

Link: https://doi.org/10.1093/..

5

The smirk in the S&P500 futures options prices: a linearize..:

Carverhill, Andrew ; Cheuk, Terry H. F. ; Dyrting, Sigurd
Review of Derivatives Research. 12 (2009) 2 - p. 109-139 , 2009

Link: https://doi.org/10.1007/..

6

A note on the efficiency of the binomial option pricing mod..:

Clewlow, Les ; Carverhill, Andrew
The European Journal of Finance. 2 (1996) 3 - p. 297-304 , 1996

Link: https://doi.org/10.1080/..

7

A simplified exposition of the health, Jarrow and Morton mo..:

Carverhill, Andrew
Stochastics and Stochastic Reports. 53 (1995) 3-4 - p. 227-240 , 1995

Link: https://doi.org/10.1080/..

8

Quasi Mean Reversion in an Efficient Stock Market: The Char..:

Hodges, Stewart ; Carverhill, Andrew
The Economic Journal. 103 (1993) 417 - p. 395-405 , 1993

Link: https://www.jstor.org/st..

9

Global solutions of the Navier-Stokes equation with strong ..:

Carverhill, Andrew ; Pedit, Franz J.
Annals of Global Analysis and Geometry. 10 (1992) 3 - p. 255-261 , 1992

Link: https://doi.org/10.1007/..

10

Conditioning a Lifted Stochastic System in a Product Space:

Carverhill, Andrew
The Annals of Probability. 16 (1988) 4 - p. 1840-1853 , 1988

Link: https://www.jstor.org/st..

11

Furstenberg's theorem for nonlinear stochastic systems:

Carverhill, Andrew
Probability Theory and Related Fields. 74 (1987) 4 - p. 529-534 , 1987

Link: https://doi.org/10.1007/..

12

A nonrandom lyapunov spectrum for nonlinear stochastic dyna..:

Carverhill, Andrew
Stochastics. 17 (1986) 4 - p. 253-287 , 1986

Link: https://doi.org/10.1080/..

13

Flows of stochastic dynamical systems: ergodic theory:

Carverhill, Andrew
Stochastics. 14 (1985) 4 - p. 273-317 , 1985

Link: https://doi.org/10.1080/..

14

A formula for the lyapunov numbers of a stochastic flow. ap..:

Carverhill, Andrew
Stochastics. 14 (1985) 3 - p. 209-226 , 1985

Link: https://doi.org/10.1080/..

15

A Bootstrap Analysis of the Nikkei 225:

Kung, James J. ; Carverhill, Andrew P.
Journal of Economic Integration. 27 (2012) 3 - p. 487-504 , 2012

Link: https://www.jstor.org/st..