Andrew Carverhill
Affiliations: | Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong |
Area:
FinanceGoogle:
"Andrew Carverhill"
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
Anderson RW, Carverhill A. (2012) Corporate liquidity and capital structure Review of Financial Studies. 25: 797-837 |
Carverhill A. (1995) A Note on the Models of Hull and White for Pricing Options on the Term Structure The Journal of Fixed Income. 5: 89-96 |
Carverhill A. (1995) A simplified exposition of the Health, Jarrow and Morton model Stochastics and Stochastics Reports. 53: 227-240 |
Carverhill A. (1985) Flows of stochastic dynamical systems: ergodic theory Stochastics An International Journal of Probability and Stochastic Processes. 14: 273-317 |
Carverhill A. (1985) A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem Stochastics An International Journal of Probability and Stochastic Processes. 14: 209-226 |